Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies

The existence, or otherwise, of bubbles has become a topical issue in economics and finance, particularly following the Global Financial Crisis. Using the generalized sup ADF (GSADF), unit root tests of Phillips et al. (2015a, PSY) we investigate evidence for exchange rate bubbles in some G10, Asian...

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Main Authors: Hu, Y., Oxley, Leslie
Format: Journal Article
Published: Elsevier BV * North-Holland 2017
Online Access:http://hdl.handle.net/20.500.11937/56645
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author Hu, Y.
Oxley, Leslie
author_facet Hu, Y.
Oxley, Leslie
author_sort Hu, Y.
building Curtin Institutional Repository
collection Online Access
description The existence, or otherwise, of bubbles has become a topical issue in economics and finance, particularly following the Global Financial Crisis. Using the generalized sup ADF (GSADF), unit root tests of Phillips et al. (2015a, PSY) we investigate evidence for exchange rate bubbles in some G10, Asian and BRICS countries from Mar.1991-Dec.2014. We conclude that the US$-Mexican Peso crisis of 1994–95 was a bubble. Of particular interest to financial market trading, is that newly emerging countries, with relatively shallow financial markets, may be more likely to exhibit bubbly behavior in foreign exchange markets than more mature G10 countries.
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publishDate 2017
publisher Elsevier BV * North-Holland
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spelling curtin-20.500.11937-566452018-01-09T06:57:51Z Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies Hu, Y. Oxley, Leslie The existence, or otherwise, of bubbles has become a topical issue in economics and finance, particularly following the Global Financial Crisis. Using the generalized sup ADF (GSADF), unit root tests of Phillips et al. (2015a, PSY) we investigate evidence for exchange rate bubbles in some G10, Asian and BRICS countries from Mar.1991-Dec.2014. We conclude that the US$-Mexican Peso crisis of 1994–95 was a bubble. Of particular interest to financial market trading, is that newly emerging countries, with relatively shallow financial markets, may be more likely to exhibit bubbly behavior in foreign exchange markets than more mature G10 countries. 2017 Journal Article http://hdl.handle.net/20.500.11937/56645 10.1016/j.econmod.2017.02.022 Elsevier BV * North-Holland restricted
spellingShingle Hu, Y.
Oxley, Leslie
Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
title Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
title_full Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
title_fullStr Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
title_full_unstemmed Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
title_short Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
title_sort are there bubbles in exchange rates? some new evidence from g10 and emerging market economies
url http://hdl.handle.net/20.500.11937/56645