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• W2077593717 abstract "In this paper the efficient markets hypothesis (EMH) is tested for the Singapore dollar over the period from January 1978 to March 1983. The tests are conducted using the relationship between the spot foreign exchange rate and the corresponding lagged forward foreign exchange rate. The tests consist of an unbiasedness test, an error orthogonality test and a test of the impact of ‘news’ in the Singapore foreign exchange market. The results indicate a certain degree of independence in the implementation of monetary policy for the Singapore monetary authority." @default.
• W2077593717 created "2016-06-24" @default.
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• W2077593717 date "1987-05-01" @default.
• W2077593717 modified "2023-09-24" @default.
• W2077593717 title "The Singapore dollar: tests of the efficient markets hypothesis and the role of ‘news’" @default.
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• W2077593717 doi "https://doi.org/10.1080/00036848700000024" @default.
• W2077593717 hasPublicationYear "1987" @default.
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