Are exchange rate movements predictable in Asia-Pacific markets? : evidence of random walk and martingale difference processes
Year of publication: |
2012
|
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Authors: | Al-Khazali, Osamah M. ; Pyun, Chong-soo ; Kim, Daewon |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 21.2012, 1, p. 221-231
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Subject: | Efficiency of foreign exchange markets | Random walk and martingale difference | hypothesis | Emerging currency markets | Devisenmarkt | Foreign exchange market | Random Walk | Random walk | Wechselkurs | Exchange rate | Theorie | Theory | Martingal | Martingale | Effizienzmarkthypothese | Efficient market hypothesis |
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