Some evidence of random walk behavior of Euro exchange rates using ranks and signs

Journal of Banking and Finance

Volumn 29, Issue 7, 2005, Pages 1631-1643

  Belaire Franch, Jorge ^a   Opong, Kwaku K ^b  

^a UNIVERSITY OF VALENCIA   (Spain)

^b UNIVERSITY OF GLASGOW   (United Kingdom)

Author keywords

Adjustment for multiplicity; Euro exchange rates; Ranks; Signs; Variance ratio

Indexed keywords

EID: 33646469802     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.06.031     Document Type: Article

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