Search Results - subject:"rational speculative bubbles"

Looking for Rational Bubbles in Agricultural Commodity Markets

Gutierrez, Luciano - European Association of Agricultural Economists - EAAE - 2011

In this paper, we use a bootstrap methodology to helps us to compute the finite sample probability distribution of the asymptotic tests recently proposed in Phillips et al. (2009b) and Phillips and Yu (2009c). Simulation shows that the bootstrap methodology works well and allows us to identify...

Persistent link: https://www.econbiz.de/10009645993

Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets

Hassan, M. Kabir; Suk-Yu, Jung - Networks Financial Institute, Scott College of Business - 2007

evidence of rational speculative bubbles in the perspective of both domestic and U.S.-based investors. Fractional integration …

Persistent link: https://www.econbiz.de/10010817357

Flutuações nos preços dos ativos: uma comparação entre as bolhas especulativas racionais e a contribuição keynesiana

Curado, Marcelo - In: Revista Economia e Sociedade 26 (2006) 6, pp. 21-21

Asset price fluctuations: comparing rational speculative bubbles and the keynesian approach The principal aim of this …

Persistent link: https://www.econbiz.de/10004988710