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On the random walk characteristics of exchange rates : some further evidence
Kamaiah, Bandi; Nandakumar, Parameswar; Pradhan, Hemanta K. - 1988
Persistent link: https://www.econbiz.de/10000829128
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Random walk or a run : market microstructure analysis of the foreign exchange rate movements based on conditional probability
Hashimoto, Yūko; Itō, Takatoshi; Ohnishi, Takaaki; … - 2008
Persistent link: https://www.econbiz.de/10003740453
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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A strange animal? : The Swiss Franc exchange rate as a 'captured' random walk
Jochum, Christian; Savioz, Marcel - In: Swiss journal of economics and statistics 141 (2005) 4, pp. 527-553
Persistent link: https://www.econbiz.de/10003309942
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New evidence on nominal exchange rate predictability
Wu, Jyh-lin; Hu, Yu-hau - In: Journal of international money and finance 28 (2009) 6, pp. 1045-1063
Persistent link: https://www.econbiz.de/10003888031
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Random walk expectations and the forward discount puzzle
Bacchetta, Philippe; Van Wincoop, Eric - 2007
Persistent link: https://www.econbiz.de/10003432454
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Random walk expectations and the forward discount puzzle
Bacchetta, Philippe; Van Wincoop, Eric - 2007
Persistent link: https://www.econbiz.de/10003425015
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Erwartungsbildung im Dollar/Euro Devisenmarkt
Stadtmann, Georg; Frenkel, Michael; Ruelke, Jan-Christoph - In: Aussenwirtschaft : schweizerische Zeitschrift für … 61 (2006) 3, pp. 277-298
Persistent link: https://www.econbiz.de/10003377918
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Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.; Merika, Anna - In: Journal of forecasting 28 (2009) 8, pp. 736-744
Persistent link: https://www.econbiz.de/10003918209
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Random walk theory and exchange rate dynamics in transition economies
Gradojevic, Nikola; Djaković, Vladimir; Andjelić, Goran - In: Panoeconomicus 57 (2010) 3, pp. 303-320
Persistent link: https://www.econbiz.de/10008698128