Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market
Year of publication: |
2020
|
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Authors: | Khuntia, Sashikanta ; Pattanayak, Jamini Kanta |
Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 21.2020, 4, p. 956-969
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Subject: | Efficient market hypothesis | time-varying efficiency | adaptive market hypothesis | variance ratio tests | foreign exchange market | Effizienzmarkthypothese | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Indien | India | Wechselkurs | Exchange rate | Schätzung | Estimation | Theorie | Theory | Finanzkrise | Financial crisis |
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