Random walk and efficiency tests in the Asia-Pacific foreign exchange markets : evidence from the post Asian currency crisis data
| Data(s) |
01/09/2009
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
J A I Press |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30042561/azad-randomwalk-2009.pdf http://dx.doi.org/10.1016/j.ribaf.2008.11.001 |
| Direitos |
2008, Elsevier B.V. |
| Palavras-Chave | #Asia-Pacific foreign exchange market #random walk and efficiency #unit root tests #variance-ratio tests #simulation |
| Tipo |
Journal Article |
