Random Walk Theory and Exchange Rate Dynamics in Transition Economies
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nedeljković, Milan & Urošević, Branko, 2012. "Determinants of the Dinar-Euro Nominal Exchange Rate," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 121-141, September.
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- Nikola GradojeviÄ‡ & Eldin DobardÅ¾iÄ‡, 2013. "Causality between Regional Stock Markets: A Frequency Domain Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(5), pages 633-647, September.
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More about this item
KeywordsRandom walk; Forecasting; Exchange rates; Transition economies; Market efficiency; Artificial neural networks;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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