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 the uni...
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Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
2011
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Subjects: | |
Online Access: | http://eprints.unisza.edu.my/3110/1/FH02-FESP-18-13175.pdf http://eprints.unisza.edu.my/3110/ |
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