Belaire-Franch, J. and Opong, K. (2010) Testing for random walk in euro exchange rates using subsampling approach. Applied Economics Letters, (doi: 10.1080/00036840902817581)
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Abstract
This study utilizes variance ratio tests based on the subsampling approach to test the behaviour of euro-based exchange rates markets. Results are mixed, although the random walk behaviour is dominant among the three major currencies namely the Japanese yen, the US dollar and the British pound.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Opong, Professor Kwaku |
| Authors: | Belaire-Franch, J., and Opong, K. |
| Subjects: | H Social Sciences > HF Commerce |
| College/School: | College of Social Sciences > Adam Smith Business School > Accounting and Finance |
| Journal Name: | Applied Economics Letters |
| ISSN: | 1350-4851 |
| ISSN (Online): | 1466-4291 |
| Published Online: | 19 June 2009 |
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