Testing for speculative bubbles using spot and forward prices
Efthymios G. Pavlidis, Ivan Paya, and David A. Peel
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Pavlidis, Efthymios G. ; Payá, Ivan ; Peel, David |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 58.2017, 4, p. 1191-1226
|
| Subject: | Aktienmarkt | Stock market | Futures | Spekulationsblase | Bubbles | Spekulation | Speculation | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis | USA | United States | 1922-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011860373