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- W2021418076 abstract "This paper examines whether the six largest and most active emerging stock markets are informationally efficient with respect to changes in the money supply. To investigate if stock prices fully reflect the information contained in money supply changes, two different econometric techniques are employed. First, direct Granger-causality tests are used, which focus on the short-run relationship between stock prices and money. Second, the long-run behavior of the two variables is studied by means of co-integration tests. The results suggest that at least for two markets profitable trading rules can be developed to earn consistently higher-than-normal rates of return." @default.
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- W2021418076 date "1991-01-01" @default.
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- W2021418076 title "Monetary Policy and the Price Behavior in Emerging Shock Markets" @default.
- W2021418076 cites W2049287603 @default.
- W2021418076 doi "https://doi.org/10.2139/ssrn.884684" @default.
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