Jirasakuldech, Benjamas; Emekter, Riza; Went, Peter - In: Applied Financial Economics 16 (2006) 3, pp. 233-243
We investigate the presence of rational speculative bubbles in the exchange rates of the British pound, the Canadian dollar, the Danish krone, the Japanese yen and the South African rand against the US dollar. The unit root test shows that the exchange rates and fundamental variables - money...