Martingale Property of Exchange Rates and Central Bank Interventions (J Business & Econ Statistics 2003)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Kamil Yilmaz Martingale Property of Exchange Rates and Central Bank Interventions J Business & Econ Statistics 2003 3 383-95 - Fixed-length moving subsample window, Joint variance ratio test, Multiple comparison test, Richardson–smith wald test

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Jorge Belaire-Franch, Dulce Contreras Testing the Martingale Property of Exchange Rates: A Replication Studies in Nonlinear Dynamics & Econometrics 2011 1 - - - 3 - reproduction (new methods) 2 - different results - 2 - partly -

References

DOI: 10.1198/073500103288619034 IDEAS: a/bes/jnlbes/v21y2003i3p383-95.html EconPapers: RePEc:bes:jnlbes:v:21:y:2003:i:3:p:383-95


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