Market Efficiency of Euro Exchange Rates and Trading Strategies
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DOI: 10.2478/ngoe-2021-0008
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More about this item
Keywords
quantile autoregression; market efficiency; foreign exchange; euro;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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