Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes

Author:

Al-Khazali Osamah M.,Pyun Chong Soo,Kim Daewon

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference50 articles.

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5. A panel study on real interest rate parity in East Asian countries;Baharumshah;Global Finance Journal,2005

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