EXCHANGE MARKET EFFICIENCY IN IRAN

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BEHDAD SALAMI A.

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Journal: ECONOMIC RESEARCH REVIEW Year:2002 | Volume:1 | Issue:3 Page(s): 103-116

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Information Journal Paper

Title

EXCHANGE MARKET EFFICIENCY IN IRAN

Author(s)

BEHDAD SALAMI A. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Most of the exchange rate determining models are based on the assumption of being determined in an efficient market. Therefore, several methods for testing market efficiency have been created and tested. Among them a modified go round random method was chosen. Having tested weak form of these methods in the Iranian market during the period of 1370-78 based on weekly data, one finds that at the early stage of the period in question, the efficiency, even in the weak form was not approved. However, at the end of the period in question, since a stable foreign exchange policy method was followed and as the market expectation formation occured, some acceptable degree of weak efficieny was revealed by this test.

Cites

CHAOS ANALYSIS, WAVELET DECOMPOSITION AND THE PERFORMANCE OF NEURAL NETWORK MODELS IN FORECASTING TEHRAN STOCK EXCHANGE INDEX

References

ارزیابی سیاست های پولی و ارزی جمهوری اسلامی ایران

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APA: Copy

BEHDAD SALAMI, A.. (2002). EXCHANGE MARKET EFFICIENCY IN IRAN. ECONOMIC RESEARCH REVIEW, 1(3), 103-116. SID. https://sid.ir/paper/67105/en

Vancouver: Copy

BEHDAD SALAMI A.. EXCHANGE MARKET EFFICIENCY IN IRAN. ECONOMIC RESEARCH REVIEW[Internet]. 2002;1(3):103-116. Available from: https://sid.ir/paper/67105/en

IEEE: Copy

A. BEHDAD SALAMI, “EXCHANGE MARKET EFFICIENCY IN IRAN,” ECONOMIC RESEARCH REVIEW, vol. 1, no. 3, pp. 103–116, 2002, [Online]. Available: https://sid.ir/paper/67105/en

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