Testing efficient market hypothesis for the dollar--sterling gold standard exchange rate 1890--1906: MLE with double truncation

DOI10.1016/S0165-1765(00)00327-XMaRDI QIDQ1583390zbMATH OpenFDO

Authors R. Smith

Publication date 26 October 2000

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

exchange ratesefficiencygold pointsGold standardMLE with double truncation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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