한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)
- 제9권2호
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- Pages.34-45
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- 1984
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- 1225-1119(pISSN)
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- 2733-4759(eISSN)
연동환율제도하에서의 외환시장의 효율성 : 실증적 분석
An Empirical Study of Foreign Exchange Markets for the Floating Rate
초록
The aim of this study is to investigate efficiency of foreign exchange markets for 8 currencies for the floating rate regime 1974~1982 by comparison of various foreign exchange rate forecasting models’performances. The author presents evidences showing that efficient market hypothesis was not supported.
키워드