Weak-form efficiency of foreign exchange market in the organisation for economic cooperation and development countries: unit root test
This paper will look at the weak-form efficiency of the foreign exchange market in thirty (30) Organization for Economic Cooperation and Development (OECD) countries. We employ Augmented Dickey-Fuller (ADF), Philip-Perron (PP) and Kwiatkowski-Phillips-Schmidt-Shin analysis to examine for...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/2063/1/FH02-FESP-18-13175.pdf http://eprints.unisza.edu.my/2063/ |
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