Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets
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More about this item
KeywordsForeign Exchange; Bubbles; Fundamentals; Markov-Switching; Assets;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2006-09-16 (Central Banking)
- NEP-ETS-2006-09-16 (Econometric Time Series)
- NEP-FMK-2006-09-16 (Financial Markets)
- NEP-IFN-2006-09-16 (International Finance)
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