Foreign Exchange Volatility and the Bubble Formation in Financial Markets: Evidence From The COVID-19 Pandemic

Foreign Exchange Volatility and the Bubble Formation in Financial Markets: Evidence From The COVID-19 Pandemic

This paper applies recursive right-tailed unit root tests to detect bubble activity for Turkish Lira against financially most-traded five currencies (i.e., the US Dollar (USD/TRY), the British pound (GBP/TRY), the Euro (EUR/TRY), the Chinese Yuan (CNY/TRY) and the Russian Ruble (RUB/TRY)) over Janu...

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Bibliographic Details
Main Author: Onur Özdemir
Format: Article
Language:English
Published: Vilnius University Press 2022-06-01
Series:Ekonomika
Subjects:
Exchange Rate
Bubble Formation
Forex Market
COVID-19
Right-Tailed Unit Root Test
Online Access:https://www.journals.vu.lt/ekonomika/article/view/22642

Internet

https://www.journals.vu.lt/ekonomika/article/view/22642

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