Samih Antoine Azar

Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies

Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies

International Journal of Economics and Financial Issues

2013-Cilt: 3 Sayı: 3

723-733

US dollar, mean aversion, persistence of shocks, market efficiency, martingale, structural breaks, ARIMA, GARCH

3541