A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields
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More about this item
Keywords
Unit roots; Cointegration; Error correction; Term structure of interest rates; GMM estimation;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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