6533b85afe1ef96bd12b8ad8
RESEARCH PRODUCT
Testing for random walk in euro exchange rates using the subsampling approach
Kwaku K. OpongJorge Belaire-franchsubject
Economics and EconometricsUs dollarEconomicsEconometricsPound (mass)Random walkhealth care economics and organizationsVariance ratioTest (assessment)description
This study utilizes variance ratio tests based on the subsampling approach to test the behaviour of euro-based exchange rates markets. Results are mixed, although the random walk behaviour is dominant among the three major currencies namely the Japanese yen, the US dollar and the British pound.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2010-07-27 | Applied Economics Letters |