Martingales in floating ASEAN+3 currencies
The martingale properties of the floating exchange rates of the ASEAN+3 region are analyzed in this study using contemporary (2000 to 2012) weekly data of inter-bank call rates. The main goal of the analysis is to see if informational efficiency is a feature floating (managed or independently floati...
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| Format: | text |
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Animo Repository
2014
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| Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/1960 |
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| Institution: | De La Salle University |
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