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A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-84

16 references·16 citing·44 second hopsampled

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References

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1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
1980Market Fundamentals versus Price-Level Bubbles: The First Tests544 cited
1979Speculative bubbles, crashes and rational expectations529 cited
1981On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective483 cited
2016Can Small Deviations from Rationality Make Significant Differences to Economic Equilibria441 cited
1980The "Speculative Efficiency" Hypothesis402 cited
1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models276 cited
1977THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION269 cited
1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited

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1985

The observable implications of self-fulfilling expectations

256 cited

1980Money in International Exchange: The Convertible Currency System.200 cited

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1998Are there rational speculative bubbles in Asian stock markets?106 cited
2008A case study of speculative financial bubbles in the South African stock market 2003–200688 cited
2013Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests69 cited
1989EXPECTATIONS, RISK AND UNCERTAINTY IN THE FOREIGN EXCHANGE MARKET: SOME RESULTS BASED ON SURVEY DATA *67 cited
1996Empirical exchange rate models and shifts in the co-integrating vector58 cited
2017When the Bubble Bursts: Monetary Policy Rules and Foreign Exchange Market Behavior58 cited
2001Implications of Globalization for Monetary Policy54 cited
1988Endogenous risk in a portfolio-balance rational-expectations model of the Deutschemark-Dollar rate50 cited
2017TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES49 cited
2008Overconfidence in Currency Markets46 cited
2006Are There Rational Speculative Bubbles in REITs?45 cited
2016Periodically collapsing bubbles in the South African stock market40 cited
1992Deviations from Purchasing Power Parity35 cited