An analysis of the efficiency of the foreign exchange market in Kenya
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References listed on IDEAS
- Baillie, Richard T & Bollerslev, Tim, 1989. "Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, American Finance Association, vol. 44(1), pages 167-181, March.
- Logue, Dennis E. & Sweeney, Richard James & Willett, Thomas D., 1978. "Speculative behavior of foreign exchange rates during the current float," Journal of Business Research, Elsevier, vol. 6(2), pages 159-174, May.
- Fama, Eugene F, 1991. "Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-1617, December.
- Hsieh, David A., 1988. "The statistical properties of daily foreign exchange rates: 1974-1983," Journal of International Economics, Elsevier, vol. 24(1-2), pages 129-145, February.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Ian H Giddy & Gunter Dufey, 1975. "The Random Behavior of the Flexible Exchange Rates: Implications for Forecasting," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 6(1), pages 1-32, March.
- Abdullah M. Noman & Minhaz U. Ahmed, 2009. "Efficiency of the foreign exchange markets in South Asia," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 1(4), pages 295-305.
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Cited by:
- Adeyeye Patrick Olufemi & Aluko Olufemi Adewale & Migiro Stephen Oseko, 2017. "Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 9(4), pages 122-131.
- repec:pid:wpaper:2012:82 is not listed on IDEAS
- Ahmet Akca & Ethem Çanakoğlu, 2021. "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(3), pages 463-504, September.
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