Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123456100> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W3123456100 endingPage "395" @default.
- W3123456100 startingPage "383" @default.
- W3123456100 abstract "This article uses the variance ratio-based multiple comparison test and the Richardson–Smith Wald test procedures to test for the martingale property of daily exchange rates of seven major currencies vis-à-vis the U.S. dollar. To allow for the possibility that exchange rates are not governed by a single process throughout the float, the test statistics are calculated and plotted for fixed-length moving subsample windows rather than being applied to the full sample. The results show that exchange rates do not always follow the martingale process. During the times of coordinated central bank interventions, exchange rates deviate from the martingale property." @default.
- W3123456100 created "2021-02-01" @default.
- W3123456100 creator A5085224721 @default.
- W3123456100 date "2003-07-01" @default.
- W3123456100 modified "2023-10-14" @default.
- W3123456100 title "Martingale Property of Exchange Rates and Central Bank Interventions" @default.
- W3123456100 cites W1528850583 @default.
- W3123456100 cites W1572930125 @default.
- W3123456100 cites W1973137619 @default.
- W3123456100 cites W1981822914 @default.
- W3123456100 cites W1982005360 @default.
- W3123456100 cites W2022811540 @default.
- W3123456100 cites W2029378576 @default.
- W3123456100 cites W2030800234 @default.
- W3123456100 cites W2038621549 @default.
- W3123456100 cites W2044767606 @default.
- W3123456100 cites W2049752238 @default.
- W3123456100 cites W2067374063 @default.
- W3123456100 cites W2077679406 @default.
- W3123456100 cites W2077784031 @default.
- W3123456100 cites W2086229640 @default.
- W3123456100 cites W2108818539 @default.
- W3123456100 cites W2135191189 @default.
- W3123456100 cites W3094476569 @default.
- W3123456100 cites W3094822756 @default.
- W3123456100 cites W3123598380 @default.
- W3123456100 cites W3124299806 @default.
- W3123456100 cites W4237300730 @default.
- W3123456100 cites W4238955463 @default.
- W3123456100 cites W4240151315 @default.
- W3123456100 cites W4253239620 @default.
- W3123456100 cites W4255144652 @default.
- W3123456100 cites W4300936166 @default.
- W3123456100 cites W4362227105 @default.
- W3123456100 doi "https://doi.org/10.1198/073500103288619034" @default.
- W3123456100 hasPublicationYear "2003" @default.
- W3123456100 type Work @default.
- W3123456100 sameAs 3123456100 @default.
- W3123456100 citedByCount "48" @default.
- W3123456100 countsByYear W31234561002012 @default.
- W3123456100 countsByYear W31234561002013 @default.
- W3123456100 countsByYear W31234561002014 @default.
- W3123456100 countsByYear W31234561002017 @default.
- W3123456100 countsByYear W31234561002018 @default.
- W3123456100 countsByYear W31234561002019 @default.
- W3123456100 countsByYear W31234561002020 @default.
- W3123456100 countsByYear W31234561002021 @default.
- W3123456100 countsByYear W31234561002023 @default.
- W3123456100 crossrefType "journal-article" @default.
- W3123456100 hasAuthorship W3123456100A5085224721 @default.
- W3123456100 hasConcept C105795698 @default.
- W3123456100 hasConcept C149782125 @default.
- W3123456100 hasConcept C162324750 @default.
- W3123456100 hasConcept C187736073 @default.
- W3123456100 hasConcept C203274628 @default.
- W3123456100 hasConcept C2776988154 @default.
- W3123456100 hasConcept C2780337265 @default.
- W3123456100 hasConcept C30268764 @default.
- W3123456100 hasConcept C33923547 @default.
- W3123456100 hasConcept C48406656 @default.
- W3123456100 hasConcept C556758197 @default.
- W3123456100 hasConcept C87007009 @default.
- W3123456100 hasConceptScore W3123456100C105795698 @default.
- W3123456100 hasConceptScore W3123456100C149782125 @default.
- W3123456100 hasConceptScore W3123456100C162324750 @default.
- W3123456100 hasConceptScore W3123456100C187736073 @default.
- W3123456100 hasConceptScore W3123456100C203274628 @default.
- W3123456100 hasConceptScore W3123456100C2776988154 @default.
- W3123456100 hasConceptScore W3123456100C2780337265 @default.
- W3123456100 hasConceptScore W3123456100C30268764 @default.
- W3123456100 hasConceptScore W3123456100C33923547 @default.
- W3123456100 hasConceptScore W3123456100C48406656 @default.
- W3123456100 hasConceptScore W3123456100C556758197 @default.
- W3123456100 hasConceptScore W3123456100C87007009 @default.
- W3123456100 hasIssue "3" @default.
- W3123456100 hasLocation W31234561001 @default.
- W3123456100 hasOpenAccess W3123456100 @default.
- W3123456100 hasPrimaryLocation W31234561001 @default.
- W3123456100 hasRelatedWork W1979459108 @default.
- W3123456100 hasRelatedWork W2001286765 @default.
- W3123456100 hasRelatedWork W2074118433 @default.
- W3123456100 hasRelatedWork W2076095938 @default.
- W3123456100 hasRelatedWork W2091950666 @default.
- W3123456100 hasRelatedWork W2111376943 @default.
- W3123456100 hasRelatedWork W2156218259 @default.
- W3123456100 hasRelatedWork W2286951910 @default.
- W3123456100 hasRelatedWork W2884287955 @default.
- W3123456100 hasRelatedWork W3141958948 @default.
- W3123456100 hasVolume "21" @default.
- W3123456100 isParatext "false" @default.
- W3123456100 isRetracted "false" @default.
- W3123456100 magId "3123456100" @default.
- W3123456100 workType "article" @default.