Periodically collapsing stock price bubbles : a robust test
Year of publication: |
1998
|
---|---|
Authors: | Taylor, Mark P. |
Other Persons: | Peel, David (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 61.1998, 2, p. 221-228
|
Subject: | Spekulationsblase | Bubbles | Börsenkurs | Share price | Dividende | Dividend | USA | United States | 1971-1986 |
-
Endogenous jumping and asset price dynamics
Lim, Guay C., (1998)
-
Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T., (2001)
-
Price dividend models, expectations formation, and monetary policy
Valckx, Nico, (2003)
- More ...
-
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P., (2000)
-
Michael, Panos, (1997)
-
The slope of the yield curve and real economic activity : tracing the transmission mechanism
Peel, David, (1998)
- More ...