Speculative bubbles and tests of the contagion mechanism in financial markets.

This dissertation extends previous research on bubbles by investigating whether changes in the financial asset prices of the S&P500 reflect changes in fundamentals. We propose that if this is not the case the volatility is due to a bubble. Hence, this is the general hypothesis from which several testable hypotheses are developed.

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Authors:	Porras Gonzalez, Eva Raquel.
Institutions:	Florida Atlantic University
Subject:	Business Administration \| Management \| Finance \| Theory

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Type of publication:	Other
Language:	English
Notes:	Dissertation Abstracts International
Source:	BASE

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