Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis
We analyze how different currency regimes influence the price efficiency of exchange rates.
Based on an analysis of a sample of 20 exchange rates (covering 39 countries) over a 15 …
Based on an analysis of a sample of 20 exchange rates (covering 39 countries) over a 15 …
[HTML][HTML] Análisis de la eficiencia del mercado de acciones chileno
H Gutiérrez-Ponce, MO Garrido-Suazo - Revista Finanzas y Política …, 2024 - scielo.org.co
El objetivo del presente trabajo es medir el grado de eficiencia del mercado bursátil chileno
en el período 2001-2018. Se utiliza la metodología de estudio de eventos (event studies) …
en el período 2001-2018. Se utiliza la metodología de estudio de eventos (event studies) …
Are exchange rates serially correlated? New evidence from the Euro FX markets
AWK Cheung, JJ Su, AK Choo - Review of Financial Economics, 2012 - Elsevier
This paper examines the serial uncorrelatedness hypothesis in the Euro FX markets by
testing for autocorrelation in daily FX returns of 82 countries over the period of 1999–2010 …
testing for autocorrelation in daily FX returns of 82 countries over the period of 1999–2010 …
[引用][C] Análisis de la eficiencia del mercado de acciones chileno
M Garrido Suazo, H Gutierrez Ponce - Revista Finanzas y Política Económica, 2024