Do bubbles and time-varying risk premiums affect stock prices? : A Kalman filter approach
Lii-tarn Chen; C. James Hueng; Chien-fu Jeff Lin
| Year of publication: |
2000
|
|---|---|
| Authors: | Chen, Lii-tarn ; Hueng, C. James ; Lin, Chien-fu Jeff |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 2.2000, 2, p. 159-171
|
| Subject: | Börsenkurs | Share price | Risikoprämie | Risk premium | Spekulationsblase | Bubbles | Modellierung | Scientific modelling | Schätzung | Estimation | USA | United States | Zustandsraummodell | State space model | 1926-1997 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Global business & economics review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001596152