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Keywords: Price bubble
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Journal Articles
Journal of Economics, Finance and Administrative Science (2022) 27 (54): 247–261.
Published: 31 May 2022
... (US) monthly dollar exchange rate data between January 2002 and August 2019. The price bubble which is expressed as exceeding the real value of assets' prices which is observably caused by speculative movements is investigated by using the Supremum Augmented Dickey-Fuller (SADF) and the Generalized...
