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

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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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Bibliographic Details
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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