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Exchange rate bubbles : fundamental value estimation and rational expectations test
Maldonado, Wilfredo Leiva; Tourinho, Octávio Augusto Fontes - In: Journal of international money and finance 31 (2012) 5, pp. 1033-1059
Persistent link: https://www.econbiz.de/10009671977
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Looking for rational exchange rate bubbles
Kirikos, Dimitris G. - In: Spudai / University of Piraeus : journal of economics … 41 (1991) 4, pp. 390-407
Persistent link: https://www.econbiz.de/10001158058
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Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry; Topol, Richard - 1993
Persistent link: https://www.econbiz.de/10000874523
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Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry; Topol, Richard - 1993
Persistent link: https://www.econbiz.de/10000874529
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An econometric estimation of the yen-dollar risk premium in a portfolio balance model with rational expectations
Tinaikar, Durgesh S. - In: Journal of foreign exchange and international finance : … 4 (1990) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10001099200
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The econometrics of learning in financial markets
Bossaerts, Peter L. - In: Econometric theory 11 (1995) 1, pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
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Tests of real interest parity in international currency markets
Parikh, Ashok K. - In: Journal of economics 59 (1994) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10001162184
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Non-observable noises as a possible cause of conditional heteroscedasticity : the case of intraday exchange rates
Chauveau, Thierry; Topol, Richard - 1996
Persistent link: https://www.econbiz.de/10000950013
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Testing the rationality of exchange rate and interest rate expectations : an empirical study of Australian survey-based expectations
Kim, Suk-Joong - In: Applied economics 29 (1997) 8, pp. 1011-1022
Persistent link: https://www.econbiz.de/10001227145
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A time-varying parameter model for local explosions
Blasques, Francisco; Koopman, Siem Jan; Nientker, Marc - 2018
Locally explosive behavior is observed in many economic and financial time series when bubbles are formed. We introduce … be used to predict the emergence, existence and burst of bubbles. We adopt a flexible observation driven model …
Persistent link: https://www.econbiz.de/10011928329