Currency Market Efficiency Revisited: Evidence from Korea
This study aims to test the efficiency of the Korean foreign exchange market and examine its determinants through several well-established methodologies based on the forward rate unbiasedness hypothesis and covered interest rate parity. The empirical findings indicate that the currency market and it...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-09-01
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| Series: | International Journal of Financial Studies |
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| Online Access: | https://www.mdpi.com/2227-7072/7/3/52 |