Changing efficiency of BRICS currency markets during the COVID-19 pandemic
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This article is published in Economics of Planning.The article was published on 2021-11-08 and is currently open access. It has received 2 citations till now. The article focuses on the topics: Currency.read more
Citations
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COVID-19 pandemic and the exchange rate movements: evidence from six major COVID-19 hot spots
Aamir Jamal,Mudaser Ahad Bhat +1 more
TL;DR: In this paper , the impact of the COVID-19 deaths on the Rupee/USD, Pound/USD and Euro/USD exchange rates is analyzed by using the panel ARDL model.
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Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets
Hafiz Muhammad Naveed,Yao HongXing,Bilal Ahmed Memon,Shoaib Ali,Mohammed Ismail Alhussam,Jan Muhammad Sohu +5 more
TL;DR: In this paper , a Deep Neural Network (DNN)-based multivariate regression approach with backpropagation algorithm and structural learning-based Bayesian network with constraint-based algorithm is proposed to investigate the influence of COVID-19 pandemic on the currency and derivatives markets of an emerging economy.
References
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Efficient capital markets: a review of theory and empirical work*
TL;DR: Efficient Capital Markets: A Review of Theory and Empirical Work Author(s): Eugene Fama Source: The Journal of Finance, Vol. 25, No. 2, Papers and Proceedings of the Twenty-Eighth Annual Meeting of the American Finance Association New York, N.Y. December, 28-30, 1969 (May, 1970), pp. 383-417 as mentioned in this paper
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A Practical Guide to Wavelet Analysis.
TL;DR: In this article, a step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nino-Southern Oscillation (ENSO).
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On the impossibility of informationally efficient markets
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Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
Andrew W. Lo,A. Craig MacKinlay +1 more
TL;DR: In this article, the random walk model is strongly rejected for the entire sampleperiod (1962-1985) and for all subperiods for a variety of aggregate returns indexes and size-sorted porfolios.
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The Efficient Market Hypothesis and Its Critics
TL;DR: The idea of a "random walk" was first proposed by Fama as discussed by the authors, who argued that if the flow of information is unimpeded and information is immediately ree ected in stock prices, then tomorrow's price change will re- ect only tomorrow's news and will be independent of the price changes today.