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

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
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

Citation counts:	Cited 11 times in Scopus Search Google Scholar
Access Statistics:	23 Abstract Views, 2 File Downloads - Detailed Statistics
Created:	Tue, 21 Feb 2012, 10:58:56 EST

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