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
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