Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes
Year of publication: |
2012
|
---|---|
Authors: | Al-Khazali, Osamah M. ; Pyun, Chong Soo ; Kim, Daewon |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 21.2012, 1, p. 221-231
|
Publisher: |
Elsevier |
Subject: | Efficiency of foreign exchange markets | Random walk and martingale difference hypotheses | Emerging currency markets |
-
Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries
Al-Khazali, Osamah M., (2011)
-
Al-Khazali, Osamah M., (2012)
-
The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
Kearns, Jonathan, (2006)
- More ...
-
Al-Khazali, Osamah M., (2012)
-
Al-Khazali, Osamah M., (2012)
-
Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries
Al-Khazali, Osamah M., (2011)
- More ...