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Spot rates, forward rates and the efficiency market hypothesis : evidence on the Malaysian currency market

Baharumshah, Ahmad Zubaidi - In: Malaysian journal of economic studies 32 (1995) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001230588

Forward discount bias : is it near-rationality in the foreign exchange market?

Gruen, David W. R. - In: The economic record : er 71 (1995) 213, pp. 157-166

Persistent link: https://www.econbiz.de/10001186623

Efficiency, risk premia, error correction models and conditional heteroscedasticity in foreign exchange markets

Thacker, Nita - 1990

Persistent link: https://www.econbiz.de/10000910948

The Adaptive Markets Hypothesis : Evidence from the Foreign Exchange Market

Neely, Christopher J. - 2009

average rules. Returns to less-studied rules also have declined but have probably not completely disappeared. High volatility … prevents precise estimation of mean returns. These regularities are consistent with the Adaptive Markets Hypothesis (Lo (2004 …

Persistent link: https://www.econbiz.de/10013159872

Testing the efficiency of foreign exchange market, part 1

Czerkawski, Chris; Kurihara, Osamu - In: Advanced studies in economic sciences : information …, (pp. 1-9). 2019

Persistent link: https://www.econbiz.de/10012386973

Fractal market hypothesis : evidence for nine Asian forex markets

Kumar, Anoop S.; Jayakumar, Chaithanya; Kamaiah, Bandi - In: Indian economic review : official journal of Delhi … 52 (2017) 1/2, pp. 181-192

Persistent link: https://www.econbiz.de/10012225813

Currency market efficiency revisited : evidence from Korea

Kang, Min-woo - In: International Journal of Financial Studies : open … 7 (2019) 3/52, pp. 1-17

This study aims to test the efficiency of the Korean foreign exchange market and examine its determinants through several well-established methodologies based on the forward rate unbiasedness hypothesis and covered interest rate parity. The empirical findings indicate that the currency market...

Persistent link: https://www.econbiz.de/10012150302

A reconciliation of cointegration testing of foreign exchange market efficiency

Layton, Allan P. - 1991

Persistent link: https://www.econbiz.de/10000129803

Nonlinearity and efficiency dynamics of foreign exchange markets : evidence from multifractality and volatility of major exchange rates

Han, Chenyu; Wang, Yiming; Xu, Yingying - In: Economic research 33 (2020) 1,1, pp. 731-751

Persistent link: https://www.econbiz.de/10013173575

Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence

Olmo, Jose; Pilbeam, Keith - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 189-204

Persistent link: https://www.econbiz.de/10009159745