Arbitrage, cointegration and efficiency in financial markets in the presence of financial crises

J. Fedderke; Michelle Joao

doi:10.1111/j.1813-6982.2001.tb00018.x

Arbitrage, cointegration and efficiency in financial markets in the presence of financial crises

J. Fedderke, Michelle Joao

School of International Affairs

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Original language	English (US)
Pages (from-to)	366-384
Number of pages	19
Journal	South African Journal of Economics
Volume	69
Issue number	3
DOIs	https://doi.org/10.1111/j.1813-6982.2001.tb00018.x
State	Published - 2001

All Science Journal Classification (ASJC) codes

Economics and Econometrics

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10.1111/j.1813-6982.2001.tb00018.x

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Arbitrage, cointegration and efficiency in financial markets in the presence of financial crises

All Science Journal Classification (ASJC) codes

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