The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches

The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market. We test the market efficiency by applying two independent approaches, one based on the Uncov...

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Bibliographic Details
Main Authors: Katarzyna Czech, Łukasz Pietrych
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/9/8/142