An empirical investigation of Greek drachma foreign exchange market
K.A. Agorastos
(University of Macedonia, Department of Business Administration, 156 Egnatia Str., P.O. Box 1591, Thessaloniki, Greece)
498
Abstract
Examines the formation of expectations, efficiency and conditional volatility in the foreign exchange market for the Greek drachma using 1987‐1998 data. Presents the statistical results in detail and considers consistency with other research. Identifies the theoretical and empirical implications of the study and suggests further research.
Keywords
Citation
Agorastos, K.A. (2001), "An empirical investigation of Greek drachma foreign exchange market", Managerial Finance, Vol. 27 No. 8, pp. 79-100. https://doi.org/10.1108/03074350110767358
Publisher
:MCB UP Ltd
Copyright © 2001, MCB UP Limited