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Do real exchange rates "mean revert" to productivity? A nonliner approach

Venetis, I. A.; Payá, Ivan; Peel, David - 2005

Persistent link: https://www.econbiz.de/10002884308

Testing for the random walk hypothesis in the case of visitor arrivals : evidence from the Indian tourism

Bhattacharya, Madhumita; Narayan, Paresh Kumar - In: Applied economics 37 (2005) 13, pp. 1485-1490

Persistent link: https://www.econbiz.de/10003066653

The random walk hypothesis on the Bombay Stock Exchange

Alimov, Azizjon A.; Chakraborty, Debashis; Cox, Raymond … - In: Finance India : the quarterly journal of Indian … 18 (2004) 3, pp. 1251-1258

Persistent link: https://www.econbiz.de/10002721202

El comportamiento del tipo de cambio de la peseta : raíces unitarias, correlación serial y persistencia

Gámez Amián, Consuelo; Torres, José L. - In: Estadística española : revista del Instituto Nacional … 40 (1998) 143, pp. 73-110

Persistent link: https://www.econbiz.de/10001484350

Stochastic unit root models

Gouriéroux, Christian; Robert, Christian Yann - In: Econometric theory 22 (2006) 6, pp. 1052-1090

Persistent link: https://www.econbiz.de/10003396936

Testing for reducing to random walk in autogressive conditional heteroskedasticity models

Klüppelberg, Claudia; Maller, Ross A.; Vyver, Mark van de - In: The econometrics journal 5 (2002) 2, pp. 387-416

Persistent link: https://www.econbiz.de/10001713307

Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity

Luger, Richard - In: Journal of econometrics 115 (2003) 2, pp. 259-276

Persistent link: https://www.econbiz.de/10001768298

The random walk behaviour of stock prices : a comparative study

Cooray, Arusha - 2003

Persistent link: https://www.econbiz.de/10001962060

Mean Reversion Versus Random Walk in G7 Stock Prices Evidence from Multiple Trend Break Unit Root Tests

Narayan, Paresh Kumar - 2012

This paper provides evidence on the random walk hypothesis in G7 stock price indices using unit root tests which allow for one and two structural breaks in the trend. Of the seven countries we find, at best, evidence of mean reversion in the stock price index of Japan. Thus, overall, our results...

Persistent link: https://www.econbiz.de/10013105330

Do stock markets follow a random walk? : new evidence for an old question

Durusu-Ciftci, Dilek; Ispir, M. Serdar; Kok, Dundar - In: International review of economics & finance : IREF 64 (2019), pp. 165-175

Persistent link: https://www.econbiz.de/10012372744