Testing Four Types of Bubbles in BRICS Exchange Rates

Autor:	Octávio Augusto Fontes Tourinho, Jussara Ribeiro, Wilfredo L. Maldonado
Rok vydání:	2019
Předmět:	050208 finance Us dollar Exchange rate 0502 economics and business 05 social sciences Economics Monetary economics 050207 economics General Economics Econometrics and Finance Finance
Zdroj:	Emerging Markets Finance and Trade. 57:1103-1123
ISSN:	1558-0938 1540-496X
DOI:	10.1080/1540496x.2019.1603542
Popis:	We test for the presence of four types of rational bubbles in the BRICS exchange rates against the US dollar. For the fundamental value of the exchange rate we use two structural specifications: th...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5eada48cf93d3d30e443d7ffddf0b526 https://doi.org/10.1080/1540496x.2019.1603542 Zobrazit plný text záznamu