Are exchange rates serially correlated? : new evidence from the Euro FX markets
Year of publication: |
2012
|
---|---|
Authors: | Cheung, Adrian Wai Kong ; Su, Jen-je ; Choo, Astrophel Kim |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 21.2012, 1, p. 14-20
|
Subject: | Market efficiency | Serial uncorrelatedness | Euro exchange rate markets | Euro | Wechselkurs | Exchange rate | EU-Staaten | EU countries | Eurozone | Euro area | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market |
-
Market efficiency of euro exchange rates and trading strategies
Bošnjak, Mile, (2021)
-
Market efficiency broadcasted live : ECB code words and euro exchange rates
Rosa, Carlo, (2013)
-
Freimann, Eckhard, (1994)
- More ...
-
Are Euro exchange rates markets efficient? New evidence from a large panel
Cheung, Adrian Wai-Kong, (2011)
-
Are exchange rates serially correlated? New evidence from the Euro FX markets
Cheung, Adrian Wai-Kong, (2012)
-
Su, Jen-je, (2012)
- More ...