Random walk hypothesis in exchange rate reconsidered

Journal of Forecasting

Volumn 25, Issue 4, 2006, Pages 275-290

  Chu, Chia Shang J ^a   Lu, Hsin Min ^b,c  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b UNIVERSITY OF ARIZONA   (United States)

^c UNIVERSITY OF ARIZONA   (United States)

Author keywords

Capital movement intensity index; Fully hedged international portfolio; International asset allocation; Random walk; Reality check

Indexed keywords

INDUSTRIAL ECONOMICS; MARKETING; MATHEMATICAL MODELS; RESOURCE ALLOCATION;

CAPITAL MOVEMENT INTENSITY INDEX; FULLY HEDGED INTERNATIONAL PORTFOLIO; INTERNATIONAL ASSET ALLOCATION; RANDOM WALK; REALITY CHECK;

FINANCIAL DATA PROCESSING;

EID: 33746651696     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.988     Document Type: Article

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