Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Emmanouil Drakonakis, Stelios Kotsios
| Year of publication: |
2025
|
|---|---|
| Authors: | Drakonakis, Emmanouil ; Kotsios, Stelios |
| Subject: | Central bank interventions | Exchange rates | Market efficiency hypothesis | Stochastic processes | Effizienzmarkthypothese | Efficient market hypothesis | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | Theorie | Theory | Stochastischer Prozess | Stochastic process | Devisenmarkt | Foreign exchange market | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10581-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195774