Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries
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Keywords
Exchange rate bubbles; Cointegration test; Error correction models; BRICS;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2014-05-04 (Confederation of Independent States)
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