We employ multifractal detrended fluctuation analysis (MF-DFA) to provide a first look at the
efficiency of forex markets during the initial period of the ongoing coronavirus disease 2019 …

Financial markets are complex systems influenced by many interrelated economic, political
and psychological factors and characterised by inherent nonlinearities. Recently, there have …

This paper assesses the influence of hosting major international sporting competitions on
the host countries' stock market performance before and after the announcement of such …

This paper examines the degree of market efficiency of the French Stock Market and tries to
check both the efficient market hypothesis (EMH) and the adaptative market hypothesis …

This paper examined the presence of daily returns coherence and spillover between 30
forex markets over the complete sample and crisis sub-periods. We mainly employed the …

This article is an attempt to determine the factors that are involved making the stock market
behave in a manner consistent with the Adaptive Market Hypothesis (AMH). We have …

The global financial crisis has disrupted trade and capital flows in most developing
economies, resulting in an increased volatility of exchange rates. We develop an …

Based on ultrahigh-frequency returns, this paper comprehensively revisits the weak-form
efficiency of the euro to Swiss franc (EUR/CHF) exchange rate market from 2002 to 2017 …

In this paper, we seek to examine the relationship and dynamic dependence structure
between the Australian dollar (AUD), euro (EUR), and the British pound (GBP), expressed in …

We test whether the Indonesian foreign exchange market is efficient. Since empirical
evidence has been inconclusive, we employ a new generalized autoregressive conditional …