Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fahad Almudhaf, 2014. "Testing for random walk behaviour in CIVETS exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 21(1), pages 60-63, January.
More about this item
KeywordsForeign exchange rate; variance ratio; random walk; efficient market;
- F3 - International Economics - - International Finance
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
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