Some evidence of random walk behavior of Euro exchange rates using ranks and signs

作者: Jorge Belaire-Franch , Kwaku K. Opong

DOI: 10.1016/J.JBANKFIN.2004.06.031

关键词:

摘要: This study utilises recently developed tests based on ranks and signs, in addition to the traditional variance ratio test, to examine the behavior of Euro exchange rates. We show that …

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