Are exchange rate movements a random walk?

DOI10.1016/0165-1765(83)90012-5zbMATH Open1273.91374OpenAlexW1975549408MaRDI QIDQ374845FDOQ374845

Authors: M. Ercan Kumcu 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90012-5

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cited In (2)

• Pattern of exchange rate movement of seven underdeveloped countries
• ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY

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