Changing efficiency of BRICS currency markets during the COVID-19 pandemic
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s10644-021-09363-3.pdf
Reference45 articles.
1. Aguiar-Conraria L. and Soares M. (2010), “The continuous wavelet transform: A primer”, NIPE Working Paper No. 23, August.
2. Aguiar-Conraria L, Soares M (2014) The continuous wavelet transform: Moving beyond uni- and bi-variate analysis. J Econ Surveys 28(2):344–375
3. Al-Khazali O, Pyun C, Kim D (2011) Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference process. Int Rev Econ Financ 21(1):221–231
4. Aslam F, Aziz S, Nguyen D, Mughal K, Khan M (2020) On the efficiency of foreign exchange markets in times of the COVID-19 pandemic. Technol Forecasting Social Change 161:e120261
5. Aumeboonsuke V, Dryver A (2014) The importance of using a test of weak-form market efficiency that does not require investigating the data first. Int Rev Econ Financ 33:3C50-357
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Calendar anomalies’ adaptiveness in exchange rates: evidence from the concordance coefficient and AR-GARCH tests;Managerial Finance;2024-08-22
2. Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets;Technological Forecasting and Social Change;2023-05
3. COVID-19 pandemic and the exchange rate movements: evidence from six major COVID-19 hot spots;Future Business Journal;2022-06-25
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3