Work

Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.02.056

Authors: Yan-Hong Yang, Ying-Hui Shao, Hao-Lin Shao, H. Eugene Stanley

Institutions: Boston University, East China University of Science and Technology, Columbia University, Shanghai University of International Business and Economics

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G4706322081

OpenAlex ID: W2918344600

FWCI: 6.061

Cites: 83

Cited by: 32

Related to: 10