Template-Type: ReDIF-Article 1.0 
Author-Name: Paresh Kumar Narayan
Author-Email:  paresh.narayan@deakin.edu.au
Author-Workplace-Name:  Centre for Financial Econometrics, Deakin University, Australia
Title: Did Bubble Activity Intensify During COVID-19?
Abstract:  In this note, we utilize hourly exchange rate data for Japanese Yen, Canadian dollar, European Euro and the British pound to search for possible bubble type behavior. We identify evidence that bubble activity characterizes all four exchange rates more so in the COVID-19 period. We also show that bubble activity intensified during the COVID-19 period, implying markets became relatively more inefficient compared to the pre-COVID-19 period.
Classification-JEL:  I1,G15
Keywords:  bubbles,exchange rates,covid-19
Journal:  Asian Economics Letters
Pages: 1-5
Volume: 1
Issue: 2
Year:  2021
DOI:  2021/06/27
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/17654-did-bubble-activity-intensify-during-covid-19.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:12