Speculative Behaviour, Regime-Switching and Stock Market Crashes.

This paper uses regime-switching econometrics to study stock market crashes and to explore the ability to two very different economic explanations to account for historical crashes.

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Year of publication:	1996
Authors:	Van Norden, S. ; Schaller, H.
Institutions:	Bank of Canada
Subject:	STOCK MARKET \| REGRESSION ANALYSIS

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	47 pages
Classification:	E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005673272