‘WHITE-NOISE’ IN IMPERFECT MARKETS: THE CASE OF THE FRANC/DOLLAR EXCHANGE RATE

Authors

  • Dennis E. Logue,

  • Richard James Sweeney

    Search for more papers by this author
    • Amos Tuck School of Business Administration, Dartmouth College and U.S. Treasury and U.S. Treasury, respectively. Thanks are extended to Susan Schadler for computational assistance and to this Journal's referees, Hans Stoll and Marshall Blume, for helpful comments.

Ancillary