Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS

1996 ◽  
Vol 18 (4) ◽  
pp. 693-714 ◽  
Author(s):  
Guglielmo Maria Caporale ◽  
Sarantis Kalyvitis ◽  
Nikitas Pittis
Keyword(s):  
Interest Rate ◽  
Market Efficiency ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Capital Controls ◽  
Risk Premia ◽  
Exchange Market

scholarly journals Currency Market Efficiency Revisited: Evidence from Korea

2019 ◽  
Vol 7 (3) ◽  
pp. 52
Author(s):  
Kang
Keyword(s):  
Interest Rate ◽  
Market Efficiency ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Central Banks ◽  
Forward Rate ◽  
Exchange Market ◽  
Interest Rate Parity ◽  
Currency Market ◽  
Rate Parity

Keywords: foreign exchange market efficiency; forward rate unbiased hypothesis; covered interest rate parity; central banks; central banks’ policies

Foreign exchange market efficiency and cointegration

1989 ◽  
Vol 29 (1) ◽  
pp. 63-68 ◽  
Author(s):  
Ronald MacDonald ◽  
Mark P. Taylor
Keyword(s):  
Market Efficiency ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Exchange Market
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