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

DOI10.1016/S0165-1765(00)00327-XzbMATH Open0965.91015MaRDI QIDQ1583390FDOQ1583390

Authors: R. Smith 

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

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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)

Cites Work

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Cited In (2)

• Asymptotic Distribution of a Unit Root Process Under Double Truncation
• Simple foreign exchange market efficiency revisited

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