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Applied Economics Letters Volume 17, 2010 - Issue 12
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Original Articles

Testing for random walk in euro exchange rates using the subsampling approach

Jorge Belaire-Franch Department of Economic Analysis, University of Valencia, Campus dels Tarongers, Avgda. dels Tarongers s/n, 46022, Valencia, Spain
&
Kwaku K. Opong Department of Accounting and Finance, University of Glasgow, West Quadrangle, University Avenue, Glasgow, G12 8QQ, United KingdomCorrespondence[email protected]
Pages 1145-1151 | Published online: 19 Jun 2009

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Kirti Saxena & Madhumita Chakraborty. (2020) Should we pay attention to investor attention in forex futures market?. Applied Economics 52:60, pages 6562-6572.
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Yingqiang Fu, Lili Chen, Jiaying Ke, Yajun Gao, Shijie Zhang, Shaohong Li, Tiannan Chen & Jianwei Zhao. (2012) Simulate the diffusion of hydrated ions by nanofiltration membrane process with random walk. Molecular Simulation 38:6, pages 491-497.
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Articles from other publishers (8)

M.M. Garcia, A.C. Machado Pereira, J.L. Acebal & A.R. Bosco de Magalhães. (2020) Forecast model for financial time series: An approach based on harmonic oscillators. Physica A: Statistical Mechanics and its Applications 549, pages 124365.
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You Wu, Liyan Han & Libo Yin. (2019) Our currency, your attention: Contagion spillovers of investor attention on currency returns. Economic Modelling 80, pages 49-61.
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Yan-Hong Yang, Ying-Hui Shao, Hao-Lin Shao & H. Eugene Stanley. (2019) Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. Physica A: Statistical Mechanics and its Applications 523, pages 734-746.
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Charlene C. de Resende, Adriano C.M. Pereira, Rodrigo T.N. Cardoso & A.R. Bosco de Magalhães. (2017) Investigating market efficiency through a forecasting model based on differential equations. Physica A: Statistical Mechanics and its Applications 474, pages 199-212.
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Collins G. Ntim, John English, Jacinta Nwachukwu & Yan Wang. (2015) On the efficiency of the global gold markets. International Review of Financial Analysis 41, pages 218-236.
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Lorna Katusiime, Abul Shamsuddin & Frank W. Agbola. (2015) Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country. International Review of Economics & Finance 35, pages 315-332.
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Amélie Charles, Olivier Darné & Jae H. Kim. (2012) Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. Journal of International Money and Finance 31:6, pages 1607-1626.
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Dorina Lazăr, Alexandru Todea & Diana Filip. (2012) Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets. Economic Systems 36:3, pages 338-350.
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