Random walk and efficiency tests in the Asia-Pacific foreign exchange markets : evidence from the post Asian currency crisis data

Azad, A. S. M. Sohel 2009, Random walk and efficiency tests in the Asia-Pacific foreign exchange markets : evidence from the post Asian currency crisis data, Research in international business and finance, vol. 23, no. 3, pp. 322-338.

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Title Random walk and efficiency tests in the Asia-Pacific foreign exchange markets : evidence from the post Asian currency crisis data
Author(s) Azad, A. S. M. Sohel
Journal name Research in international business and finance
Volume number 23
Issue number 3
Start page 322
End page 338
Total pages 17
Publisher J A I Press
Place of publication New York, N. Y.
Publication date 2009-09
ISSN 0275-5319
1878-3384
Keyword(s) Asia-Pacific foreign exchange market
random walk and efficiency
unit root tests
variance-ratio tests
simulation
Language eng
Field of Research 150299 Banking, Finance and Investment not elsewhere classified
Socio Economic Objective 970115 Expanding Knowledge in Commerce, Management, Tourism and Services
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2008, Elsevier B.V.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30042561

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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