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Are exchange rate movements predictable in Asia-Pacific markets? : evidence of random walk and martingale difference processes

Al-Khazali, Osamah M.; Pyun, Chong-soo; Kim, Daewon - In: International review of economics & finance : IREF 21 (2012) 1, pp. 221-231

Persistent link: https://www.econbiz.de/10009486126

Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries

Al-Khazali, Osamah M.; Leduc, Guillaume; Pyun, Chong Soo - In: Global Finance Journal 22 (2011) 2, pp. 154-168

This paper examines the random walk hypothesis (RWH) and the martingale difference hypothesis (MDH) for the Australian dollar and five Asian emerging currencies relative to three benchmark currencies. We use Wright's (2000) non-parametric procedure to test the RWH and Kuan and Lee's (2004)...

Persistent link: https://www.econbiz.de/10010868625

Market efficiency of floating exchange rate systems : some evidence from Pacific-Asian countries

Al-Khazali, Osamah; Leduc, Guillaume; Pyun, Chong-soo - In: Global finance journal 22 (2011) 2, pp. 154-168

Persistent link: https://www.econbiz.de/10009427405

A new variance ratio test of random walk in emergingmarkets : a revisit

Al-Khazali, Osamah M.; Ding, David K.; Pyun, Chong-soo - In: The financial review : the official publication of the … 42 (2007) 2, pp. 303-317

Persistent link: https://www.econbiz.de/10003629852

A market efficiency comparison of Islamic and non-Islamic stock indices

Al-Khazali, Osamah; Leduc, Guillaume; Alsayed, Mohammad … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1587-1605

Persistent link: https://www.econbiz.de/10011594408

A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets

Hoque, Hafiz A. A. B.; Kim, Jae H.; Pyun, Chong-soo - In: International review of economics & finance : IREF 16 (2007) 4, pp. 488-502

Persistent link: https://www.econbiz.de/10003613179