Foreign Exchange Market Efficiency. Empirical Results For The Usd/Eur Market
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References listed on IDEAS
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Cited by:
- Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020.
"Forex exchange rate forecasting using deep recurrent neural networks,"
Digital Finance, Springer, vol. 2(1), pages 69-96, September.
- Dautel, Alexander J. & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2019. "Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks," IRTG 1792 Discussion Papers 2019-008, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020. "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers 2020-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- 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.
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More about this item
Keywords
foreign exchange market efficiency; uncovered interest-rate parity; USD/EUR exchange rate market;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
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