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dc.contributor.authorKarfakis, C.
dc.contributor.authorParikh, A.
dc.date.accessioned2011-05-23
dc.date.available2011-05-23
dc.date.issued1991-12-01
dc.identifier.isbn0867587148
dc.identifier.urihttp://hdl.handle.net/2123/7440
dc.description.abstractThe objective of this paper is to examine the market efficiency hypothesis for five major exchange rats of the Australian dollar using multivariate cointegration techniques. The conclusion is that cointegrated relations exist in foreign exchange markets when interdependence among exchange rates is accounted for.en
dc.language.isoen_AUen
dc.publisherDepartment of Economicsen
dc.relation.ispartofseriesWorking Papers in Economicsen
dc.rightsOther
dc.titleExchange Rate Convergence and Market Efficiencyen
dc.typeWorking Paperen
usyd.facultyFaculty of Arts and Social Sciences, School of Economics
usyd.citation.issue167en


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