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Foreign exchange market efficiency during COVID-19 pandemic
The main objective of this paper is to examine the efficiency of the foreign exchange (FX) markets before and during the turbulent periods surrounding the COVID-19 pandemic. Our efficiency tests are based on the Unbiasedness Forward Rate Hypothesis (UFRH). We use a pooled sample that contains 26 dev...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10066818/ http://dx.doi.org/10.1016/j.iref.2023.03.043 |