Cointegrated periodically collapsing bubbles in the exchange rate of "BRICS"
Wilfredo L. Maldonado, Octavio A.F. Tourinho, and Jorge A.B.M. de Abreu
| Year of publication: |
2018
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|---|---|
| Authors: | Maldonado, Wilfredo Leiva ; Tourinho, Octávio Augusto Fontes ; Abreu, Jorge A. B. M. de |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 1/2/3, p. 54-70
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| Subject: | BRICS | cointegration test | error correction models | exchange rate bubbles | Kointegration | Cointegration | Wechselkurs | Exchange rate | Spekulationsblase | Bubbles | BRICS-Staaten | BRICS countries | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1229179 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122848