Market efficiency and forecastability of domestic and overseas RMB forward exchange rates

2012 International Conference on Information Management, Innovation Management and Industrial Engineering ◽

10.1109/iciii.2012.6339660 ◽

2012 ◽

Author(s):

Ling-ling Yang ◽

Hai-xia Sun

Keyword(s):

Exchange Rates ◽

Market Efficiency

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ON THE ROBUSTNESS OF FORWARD MARKET EFFICIENCY IN CONSUMPTION-BASED MODELS OF EXCHANGE RATES

International Economic Journal ◽

10.1080/10168739400080016 ◽

1994 ◽

Vol 8 (2) ◽

pp. 95-114

Author(s):

CRISTINO R. ARROYO

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

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Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises

Journal of Economics and Business ◽

10.1016/j.jeconbus.2005.10.003 ◽

2006 ◽

Vol 58 (4) ◽

pp. 323-342 ◽

Author(s):

Chanwit Phengpis

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Currency Crises

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FOREIGN EXCHANGE MARKET EFFICIENCY UNDER FLEXIBLE EXCHANGE RATES

The Journal of Finance ◽

10.1111/j.1540-6261.1977.tb03330.x ◽

1977 ◽

Vol 32 (4) ◽

pp. 1325-1330 ◽

Author(s):

John Burt ◽

Fred R. Kaen ◽

G. Geoffrey Booth

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Flexible Exchange Rates

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On the term structure of the foreign exchange rates and market efficiency

Economics Letters ◽

10.1016/0165-1765(85)90264-2 ◽

1985 ◽

Vol 17 (4) ◽

pp. 385-388

Author(s):

Soo-Bin Park

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Term Structure ◽

Foreign Exchange ◽

Foreign Exchange Rates

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Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates

International Review of Financial Analysis ◽

10.1016/j.irfa.2019.06.003 ◽

2019 ◽

Vol 64 ◽

pp. 273-281 ◽

Author(s):

Zheng Nan ◽

Taisei Kaizoji

Keyword(s):

Exchange Rate ◽

Exchange Rates ◽

Market Efficiency ◽

Foreign Exchange ◽

Strong Form ◽

Foreign Exchange Rates

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Market efficiency broadcasted live: ECB code words and euro exchange rates

Journal of Macroeconomics ◽

10.1016/j.jmacro.2013.07.008 ◽

2013 ◽

Vol 38 ◽

pp. 167-178 ◽

Author(s):

Carlo Rosa

Keyword(s):

Exchange Rates ◽

Market Efficiency

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On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules

Journal of International Financial Markets Institutions and Money ◽

10.1016/s1042-4431(00)00050-0 ◽

2001 ◽

Vol 11 (2) ◽

pp. 199-214 ◽

Author(s):

Chun I. Lee ◽

Ming-Shiun Pan ◽

Y.Angela Liu

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Rates ◽

Variance Ratio ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

Variance Ratio Test

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Market Efficiency of Ruble-RMB Exchange Rates: Long-run Equilibrium, VAR Estimates and Granger Causality Tests

Proceedings of the 2015 International Conference on Social Science, Education Management and Sports Education ◽

10.2991/ssemse-15.2015.340 ◽

2015 ◽

Author(s):

Gaolu Zou

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Granger Causality ◽

Long Run ◽

Causality Tests ◽

Granger Causality Tests ◽

Long Run Equilibrium

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Market Efficiency in Indian Exchange Rates: Adaptive Market Hypothesis

Theoretical Economics Letters ◽

10.4236/tel.2018.89101 ◽

2018 ◽

Vol 08 (09) ◽

pp. 1582-1598 ◽

Author(s):

Dilip Kumar

Keyword(s):

Exchange Rates ◽

Market Efficiency

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Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent

The Journal of Developing Areas ◽

10.1353/jda.2019.0008 ◽

2019 ◽

Vol 53 (1) ◽

pp. 127-145

Author(s):

OlaOluwa S. Yaya ◽

Lukman Saka ◽

Olawale B. Akanbi

Keyword(s):

South Africa ◽

United Kingdom ◽

Exchange Rates ◽

Market Efficiency ◽

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