학술논문
An empirical investigation of Greek drachma foreign exchange market
Document Type
Academic Journal
Author
Source
Managerial Finance, 2001, Vol. 27, Issue 8, pp. 79-100.
Subject
Language
English
ISSN
0307-4358
Abstract
Examines the formation of expectations, efficiency and conditional volatility in the foreign exchange market for the Greek drachma using 1987‐1998 data. Presents the statistical results in detail and considers consistency with other research. Identifies the theoretical and empirical implications of the study and suggests further research.