Testing for Random Walk Behavior in Euro Exchange Rates
Year of publication: |
2009
|
---|---|
Authors: | Charles, Amelie ; Darne, Olivier |
Published in: |
Economie Internationale. - Centre d'études prospectives et d'informations internationales (CEPII). - 2009, 119, p. 25-45
|
Publisher: |
Centre d'études prospectives et d'informations internationales (CEPII) |
Subject: | Exchange market efficiency | euro exchange rates | random walk | variance ratio test |
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