Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes

International Review of Economics and Finance

Volumn 21, Issue 1, 2012, Pages 221-231

  Al Khazali, Osamah M ^a   Pyun, Chong Soo ^b   Kim, Daewon ^b  

^a AMERICAN UNIVERSITY OF SHARJAH   (United Arab Emirates)

^b UNIVERSITY OF MEMPHIS   (United States)

Author keywords

Efficiency of foreign exchange markets; Emerging currency markets; Random walk and martingale difference hypotheses

Indexed keywords

EID: 80051916789     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2011.07.002     Document Type: Article

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