FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3206558974> ?p ?o ?g. }

• W3206558974 endingPage "1008" @default.
• W3206558974 startingPage "984" @default.
• W3206558974 abstract "This study sets out to explore the predictability of global foreign exchange rates vis-à-vis the South African rand using daily nominal exchange rates from January 2010 to February 2018. The estimation techniques include automatic portmanteau test, wild bootstrap variance ratio test, Dominguez–Lobato test for martingale difference hypothesis, and generalized spectral tests. We investigate the time-varying predictability by employing the fixed-length rolling window approach. The full sample results indicate significant predictability of some exchange rates while some suggest no predictability. The rolling window approach established that all the foreign exchange markets go through episodes of significant predictability and episodes of unpredictability. The currency investment space is dynamic and that makes it imperative for market participants to be adaptable." @default.
• W3206558974 created "2021-10-25" @default.
• W3206558974 creator A5017958322 @default.
• W3206558974 creator A5031820589 @default.
• W3206558974 creator A5036905649 @default.
• W3206558974 date "2021-10-09" @default.
• W3206558974 modified "2023-09-27" @default.
• W3206558974 title "On Exchange Rate Predictability and Adaptive Market Hypothesis in South Africa" @default.
• W3206558974 cites W1499771635 @default.
• W3206558974 cites W1807452827 @default.
• W3206558974 cites W1963569934 @default.
• W3206558974 cites W1966440608 @default.
• W3206558974 cites W1967851828 @default.
• W3206558974 cites W1981576372 @default.
• W3206558974 cites W1985753678 @default.
• W3206558974 cites W1994321501 @default.
• W3206558974 cites W2010426780 @default.
• W3206558974 cites W2020796096 @default.
• W3206558974 cites W2025267375 @default.
• W3206558974 cites W2026487402 @default.
• W3206558974 cites W2030775385 @default.
• W3206558974 cites W2066854033 @default.
• W3206558974 cites W2070509242 @default.
• W3206558974 cites W2073155867 @default.
• W3206558974 cites W2073828805 @default.
• W3206558974 cites W2076876316 @default.
• W3206558974 cites W2085845054 @default.
• W3206558974 cites W2086492307 @default.
• W3206558974 cites W2088166278 @default.
• W3206558974 cites W2089529150 @default.
• W3206558974 cites W2098078338 @default.
• W3206558974 cites W2116988722 @default.
• W3206558974 cites W2134534431 @default.
• W3206558974 cites W2136487607 @default.
• W3206558974 cites W2162354892 @default.
• W3206558974 cites W2171826116 @default.
• W3206558974 cites W2194406390 @default.
• W3206558974 cites W2242246969 @default.
• W3206558974 cites W2298112118 @default.
• W3206558974 cites W2473204212 @default.
• W3206558974 cites W2483472037 @default.
• W3206558974 cites W2488586016 @default.
• W3206558974 cites W2523675164 @default.
• W3206558974 cites W2558087334 @default.
• W3206558974 cites W2694763072 @default.
• W3206558974 cites W2745305379 @default.
• W3206558974 cites W2765805548 @default.
• W3206558974 cites W2780247463 @default.
• W3206558974 cites W2792665223 @default.
• W3206558974 cites W2794986424 @default.
• W3206558974 cites W2808232244 @default.
• W3206558974 cites W2896707154 @default.
• W3206558974 cites W2923767126 @default.
• W3206558974 cites W2934652975 @default.
• W3206558974 cites W2943143827 @default.
• W3206558974 cites W2953972822 @default.
• W3206558974 cites W3121242749 @default.
• W3206558974 cites W3122305330 @default.
• W3206558974 cites W3123320878 @default.
• W3206558974 cites W3123404741 @default.
• W3206558974 cites W4231546411 @default.
• W3206558974 cites W4254055408 @default.
• W3206558974 cites W4290007224 @default.
• W3206558974 doi "https://doi.org/10.1080/15228916.2021.1975488" @default.
• W3206558974 hasPublicationYear "2021" @default.
• W3206558974 type Work @default.
• W3206558974 sameAs 3206558974 @default.
• W3206558974 citedByCount "0" @default.
• W3206558974 crossrefType "journal-article" @default.
• W3206558974 hasAuthorship W3206558974A5017958322 @default.
• W3206558974 hasAuthorship W3206558974A5031820589 @default.
• W3206558974 hasAuthorship W3206558974A5036905649 @default.
• W3206558974 hasConcept C105795698 @default.
• W3206558974 hasConcept C141121606 @default.
• W3206558974 hasConcept C149782125 @default.
• W3206558974 hasConcept C162324750 @default.
• W3206558974 hasConcept C197640229 @default.
• W3206558974 hasConcept C2776988154 @default.
• W3206558974 hasConcept C33923547 @default.
• W3206558974 hasConcept C536366893 @default.
• W3206558974 hasConcept C556758197 @default.
• W3206558974 hasConceptScore W3206558974C105795698 @default.
• W3206558974 hasConceptScore W3206558974C141121606 @default.
• W3206558974 hasConceptScore W3206558974C149782125 @default.
• W3206558974 hasConceptScore W3206558974C162324750 @default.
• W3206558974 hasConceptScore W3206558974C197640229 @default.
• W3206558974 hasConceptScore W3206558974C2776988154 @default.
• W3206558974 hasConceptScore W3206558974C33923547 @default.
• W3206558974 hasConceptScore W3206558974C536366893 @default.
• W3206558974 hasConceptScore W3206558974C556758197 @default.
• W3206558974 hasIssue "4" @default.
• W3206558974 hasLocation W32065589741 @default.
• W3206558974 hasOpenAccess W3206558974 @default.
• W3206558974 hasPrimaryLocation W32065589741 @default.
• W3206558974 hasRelatedWork W2130137842 @default.
• W3206558974 hasRelatedWork W2281807329 @default.
• W3206558974 hasRelatedWork W2620004039 @default.
• W3206558974 hasRelatedWork W2755602841 @default.

• next