Rational speculative bubbles and duration dependence in exchange rates : an analysis of five currencies
Year of publication: |
2006
|
---|---|
Authors: | Jirasakuldech, Benjamas ; Emekter, Riza ; Went, Peter |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 3 (1.2.), p. 233-243
|
Subject: | Spekulationsblase | Bubbles | Währungsspekulation | Currency speculation | Rationale Erwartung | Rational expectations | Geldmenge | Money supply | Nationaleinkommen | National income | Zins | Interest rate | Schätzung | Estimation | USA | United States | 1989-2004 |
-
Money, prices, interest rates and the business cycle
King, Robert G., (1996)
-
Empirical evidence on the Austrian business cycle theory
Keeler, James P., (2001)
-
Multiple trend breaks and the unit-root hypothesis
Lumsdaine, Robin L., (1997)
- More ...
-
Fundamental value hypothesis and return behavior : evidence from emerging equity markets
Jirasakuldech, Benjamas, (2006)
-
Rational speculative bubbles and commodities markets : application of duration dependence test?
Emekter, Riza, (2012)
-
Rational Speculative Bubbles and Commodities Markets : Application of Duration Dependence Test
Went, Peter, (2011)
- More ...