Calendar anomalies' adaptiveness in exchange rates : evidence from the concordance coefficient and AR-GARCH tests
Dacio Villarreal-Samaniego
| Year of publication: |
2024
|
|---|---|
| Authors: | Villarreal-Samaniego, Dacio |
| Subject: | Adaptive markets hypothesis | Calendar anomalies | Currency market | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Kalendereffekt | Calendar effect | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Schätzung | Estimation | Währungsderivat | Currency derivative | US-Dollar | US dollar |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-06-2024-0430 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015198819