Testing for forecast rationality in financial markets the case of the Philippines
The study examines a segment of the Philippine financial system within the efficient market framework. The period under study is broken down into three periods and tests for forecast rationality using a nonlinear least squares procedure were conducted. The main result of this study is not at all sur...
| Udgivet i: | Philippine Review of Economics and Business (formerly The Philippine Review of Business and Economics) Vol. XXXIII, no. 2 (Dec. 1996), 232-252 |
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| Format: | Article |
| Sprog: | English |
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1996
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