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Exchange rate regimes and price efficiency : empirical examination of the impact of financial crisis

Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Sheng, … - In: Journal of international financial markets, … 73 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012802255

Bitcoin's price efficiency and safe haven properties during the COVID-19 pandemic : a comparison

Diniz-Maganini, Natalia; Diniz, Eduardo H.; Rasheed, … - In: Research in international business and finance 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013286687

Price efficiency and safe-haven property of Bitcoin in relation to stocks in the pandemic era

Diniz-Maganini, Natalia; Rasheed, Abdul M. A. - In: Studies in economics and finance 39 (2022) 3, pp. 403-418

Persistent link: https://www.econbiz.de/10013355168

Price efficiency of the foreign exchange rates of BRICS countries : a comparative analysis

Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Sheng, … - In: Latin American journal of central banking : LAJCB 4 (2023) 1, pp. 1-10

In this paper, we analyze BRICS countries' long-term exchange rate market efficiency. Our analysis, using multifractal detrended fluctuation analysis (MFDFA) for the 2009-2021 period, shows considerable differences in the exchange rate efficiency of BRICS countries, with South Africa the most...

Persistent link: https://www.econbiz.de/10014382790