Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence

Journal of Banking and Finance

Volumn 35, Issue 2, 2011, Pages 372-387

  Chuluun, Tuugi ^a   Eun, Cheol S ^b   Kiliç, Rehim ^c  

^a LOYOLA UNIVERSITY MARYLAND   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c KOÇ UNIVERSITY   (Turkey)

Author keywords

Exchange rate; Investment intensity; Random walk; Variance ratio

Indexed keywords

EID: 77956472973     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.08.013     Document Type: Article

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