Nonlinearity and efficiency dynamics of foreign exchange markets: evidence from multifractality and volatility of major exchange rates
Author:
Affiliation:
1. School of Economics, Peking University, Beijing, China
2. School of Economics and Management, University of Science and Technology Beijing, Beijing, China
Funder
National Natural Science Foundation of China
Fundamental Research Funds for the Central Universities
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2020.1734852
Reference36 articles.
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