Zhang, Yuqin; Soofi, Abdol S.; Wang, Shouyang - In: Journal of Economic Studies 38 (2011) November, pp. 637-657
Purpose – This study seeks to explore the nature of a data-generating process for four dollar exchange rates. Design … model in certain subsamples of baht, pound, ringgit, and yen dollar exchange rates. However, when the test statistics using … exchange rates series will be conducted based on the present findings in further study. Practical implications – These findings …