Testing the Efficient Market Hypothesis and the Model-Data Paradox of Chaos on Top Currencies from the Foreign Exchange Market (FOREX)

In this paper, we analyse two interesting applications related to the dynamics of economic phenomena linked to the Efficient Market Hypothesis (EMH), informative surprises, and the Model-Data Paradox of Chaos in certain top currency pairs from the foreign exchange market (FOREX). On the one hand, we...

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Bibliographic Details
Main Authors: Julio E. Sandubete, León Beleña, Juan Carlos García-Villalobos
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/2/286

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