Amanote Research
Register
Sign In
Short-Term Speculators and the Origins of Near-Random-Walk Exchange Rate Behavior
SSRN Electronic Journal
doi 10.2139/ssrn.993944
Full Text
Open PDF
Abstract
Available in
full text
Date
January 1, 1995
Authors
Carol L. Osler
Publisher
Elsevier BV
Related search
On the Interpretation of Near Random-Walk Behavior in GNP
Forecasting the USD/COP Exchange Rate: A Random Walk With a Variable Drift
Can We Beat the Random Walk? The Case of Survey-Based Exchange Rate Forecasts in Chile
Finance Research Letters
Finance
The Near-Critical Gibbs Measure of the Branching Random Walk
Annales de l'institut Henri Poincare (B) Probability and Statistics
Uncertainty
Statistics
Probability
Directed Random Walk With Random Restarts: The Sisyphus Random Walk
Physical review. E
Nonlinear Physics
Probability
Statistics
Condensed Matter Physics
Statistical
Random Walk or a Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements Based on Conditional Probability
The Effect of Sampling Rate on Observed Statistics in a Correlated Random Walk
Journal of the Royal Society Interface
Biochemistry
Biophysics
Biomaterials
Biotechnology
Bioengineering
Biomedical Engineering
Short-Horizon Excess Returns and Exchange Rate and Interest Rate Effects
Journal of International Financial Markets, Institutions and Money
Economics
Econometrics
Finance
Random Walk in Random Environment
Large Deviations