Testing the Efficiency of the Foreign Exchange Spot Market in Iran

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Testing the Efficiency of the Foreign Exchange Spot Market in Iran

This dissertation aimed at testing the efficiency of the foreign exchange market of Iran in the weak and semi-strong form using data on the black market spot exchange rates between Iranian currency (i.e., Rial) and four major foreign currencies including US Dollar, German Mark/Euro, UK Pound and Jap...

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Bibliographic Details
Main Author:	Borhan-Azad, Lida
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	efficient market hypothesis foreign exchange market Iran weak form semi-strong form black market unit root tests cointegration tests
Online Access:	https://eprints.nottingham.ac.uk/20120/

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