Martingale difference hypothesis and financial crisis : empirical evidence from European emerging foreign exchange markets
Dorina Lazăr, Alexandru Todea, Diana Filip
| Year of publication: |
2012
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| Authors: | Lazăr, Dorina ; Todea, Alexandru ; Filip, Diana |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 36.2012, 3, p. 338-350
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| Subject: | Emerging foreign exchange markets | Global crisis | Relative efficiency | Martingale | Devisenmarkt | Foreign exchange market | Finanzkrise | Financial crisis | Schwellenländer | Emerging economies | Martingal |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009712155