Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries
Year of publication: |
2011
|
---|---|
Authors: | Al-Khazali, Osamah M. ; Leduc, Guillaume ; Pyun, Chong Soo |
Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 22.2011, 2, p. 154-168
|
Publisher: |
Elsevier |
Subject: | Efficiency of foreign exchange markets | Random walk | Martingale difference hypothesis | Emerging currency markets |
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