Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests
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- Bettendorf, Timo & Chen, Wenjuan, 2013. "Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests," Economics Letters, Elsevier, vol. 120(2), pages 350-353.
- Chen, Wenjuan & Bettendorf, Timo, 2013. "Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80002, Verein für Socialpolitik / German Economic Association.
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More about this item
Keywords
exchange rates; rational bubbles; sequential unit root test;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- F3 - International Economics - - International Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2013-03-16 (Monetary Economics)
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