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Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies
16 references·4 citing·36 second hop
Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies (2017)Are there bubbles in exchange rates? Some…Tests for explosive financial bubbles in the presence of non-stationary volatility (2015)Tests for explosive financial…Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Testing for multiple bubbles:…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Specification Sensitivity in Right‐Tailed Unit Root Testing for Explosive Behaviour (2013)Specification Sensitivity in …Bubbles in food commodity markets: Four decades of evidence (2013)Bubbles in food commodity mar…Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests (2013)Are there bubbles in the Ster…Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Testing for Speculative Bubbl…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Real Exchange Rate Movements and the Relative Price of Non-Traded Goods (2008)Real Exchange Rate Movements …Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview* (2007)Asian Currency Crisis and the…Accounting for U.S. Real Exchange Rate Changes (1999)Accounting for U.S. Real Exch…Regime switching as a test for exchange rate bubbles (1996)Regime switching as a test fo…Accounting for U.S. Real Exchange Rate Changes (1995)Accounting for U.S. Real Exch…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa (2022)Economic Growth, Exchange Rat…Quantitative easing and exuberance in stock markets: Evidence from the euro area (2021)Quantitative easing and exube…Sup-ADF-style bubble-detection methods under test (2020)Sup-ADF-style bubble-detectio…Date-stamping multiple bubble regimes (2020)Date-stamping multiple bubble…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Cointegration and Tests of Present Value Models (1987)ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Ants, Rationality, and Recruitment (1993)Efficient market hypothesis and forecasting (2003)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Econometrics of Financial Markets (2012)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Sample Splitting and Threshold Estimation (2000)FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (2017)Real Time Monitoring of Asset Markets: Bubbles and Crises (2018)Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility (2018)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)Time Series Regression with a Unit Root (1987)The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets (2020)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Index Funds, Financialization, and Commodity Futures Markets (2011)Negative bubbles and shocks in cryptocurrency markets (2016)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Corn Cash Price Forecasting (2020)How Big Is the Random Walk in GNP? (1988)The Purchasing Power Parity Puzzle (1996)Foundations of International Macroeconomics (1997)Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries (1999)Exchange Rate Pass-Through, Exchange Rate Volatility, and Exchange Rate Disconnect (2002)Rare Disasters and Exchange Rates * (2015)PPP Strikes Back: Aggregation And the Real Exchange Rate (2002)International Risk Sharing and the Transmission of Productivity Shocks (2008)Accounting for Incomplete Pass-Through (2009)
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References

  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices685 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles479 cited
  • 1999Accounting for U.S. Real Exchange Rate Changes460 cited
  • 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods455 cited
  • 1995Accounting for U.S. Real Exchange Rate Changes426 cited
  • 2015Tests for explosive financial bubbles in the presence of non-stationary volatility175 cited
  • 2013Bubbles in food commodity markets: Four decades of evidence167 cited
  • 2013Specification Sensitivity in Right‐Tailed Unit Root Testing for Explosive Behaviour162 cited
  • 1996Regime switching as a test for exchange rate bubbles143 cited
  • 2007Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview*100 cited
  • 2013

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Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests
69 cited
  • 2008Real Exchange Rate Movements and the Relative Price of Non-Traded Goods56 cited
  • Cited by

    • 2020Sup-ADF-style bubble-detection methods under test28 cited
    • 2022Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa21 cited
    • 2020Date-stamping multiple bubble regimes20 cited
    • 2021Quantitative easing and exuberance in stock markets: Evidence from the euro area17 cited