On the efficiency of foreign exchange markets in times of the COVID-19 pandemic

We employ multifractal detrended fluctuation analysis (MF-DFA) to provide a first look at the efficiency of forex markets during the initial period of the ongoing coronavirus disease 2019 (COVID-19), which has disrupted the global financial markets. We use high-frequency (5-min interval) data of six...

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Detalles Bibliográficos
Autores principales: Aslam, Faheem, Aziz, Saqib, Nguyen, Duc Khuong, Mughal, Khurrum S., Khan, Maaz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7428714/
https://www.ncbi.nlm.nih.gov/pubmed/32836478
http://dx.doi.org/10.1016/j.techfore.2020.120261

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7428714/
https://www.ncbi.nlm.nih.gov/pubmed/32836478
http://dx.doi.org/10.1016/j.techfore.2020.120261

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