Do exchange rate bubbles deflate faster than they inflate?
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References listed on IDEAS
- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
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More about this item
Keywordsexchange rates; price bubbles; risk;
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- F3 - International Economics - - International Finance
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