Random walk and efficiency tests in the Asia-Pacific foreign exchange markets : evidence from the post-Asian currency crisis data
Year of publication: |
2009
|
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Authors: | Azad, A. S. M. Sohel |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 23.2009, 3, p. 322-338
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Subject: | Devisenmarkt | Foreign exchange market | Random Walk | Random walk | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Asiatisch-pazifischer Raum | Asia-Pacific region | 1998-2007 |
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