Efficiency tests of foreign exchange markets for four Asian Countries

Research in International Business and Finance

Volumn 24, Issue 3, 2010, Pages 284-294

  Chiang, Shu Mei ^a   Lee, Yen Hsien ^b   Su, Hsin Mei ^c   Tzou, Yi Pin ^c  

^a LUNGHWA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^b CHUNG YUAN CHRISTIAN UNIVERSITY   (Taiwan)

^c TAMKANG UNIVERSITY   (Taiwan)

Author keywords

Floating exchange rate; Multiple variance ratio test; Random walk; Variance ratio test

Indexed keywords

EID: 77956878046     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2010.01.001     Document Type: Article

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