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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

Rational speculative bubbles in the gold futures market : an application of dynamic factor analysis

Bertus, Mark; Stanhouse, Bryan E. - In: The journal of futures markets 21 (2001) 1, pp. 79-108

Persistent link: https://www.econbiz.de/10001537235

Rationale Wechselkurserwartungen, Devisenmarkteffizienz und spekulative Blasen

Jarchow, Hans-Joachim - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 26 (1997) 10, pp. 509-516

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Are there rational bubbles in foreign exchange markets? : Evidence from an alternative test

Wu, Yangru - In: Journal of international money and finance 14 (1995) 1, pp. 27-46

Persistent link: https://www.econbiz.de/10001176824

Exchange rate bubbles: some new evidence

Booth, Elizabeth B. - In: Rivista internazionale di scienze economiche e … 34 (1987) 11, pp. 1053-1068

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The international transmission of credit bubbles : theory and policy

Martin, Alberto; Ventura, Jaume - 2015 - This version: May 2015

Persistent link: https://www.econbiz.de/10011589892

Foreign Currency Bubbles

Jarrow, Robert A. - 2010

This paper develops a new model for studying foreign currency exchange rate bubbles. The model constructed is a … insights into our understanding of exchange rate bubbles and it can be utilized empirically to test for their existence. The … new insights are: (i) exchange rate bubbles can be negative, in contrast to asset price bubbles, (ii) exchange rate …

Persistent link: https://www.econbiz.de/10013141966