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The investigation of the fractal nature of financial data has been growing in the literature. The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the efficiency of agricultural futures markets by using multifractal detrended fluctuation analysis (MF-DFA). To better...
Persistent link: https://www.econbiz.de/10014332763
Having an exchange rate close to its equilibrium is critical for foreign investors and policymakers during times of macroeconomic instability. This study measures the real exchange rate (RER) misalignment in eight Pakistani manufacturing industries from January 2002 to June 2020. The ARDL...
Persistent link: https://www.econbiz.de/10014505542