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Persistent link: https://www.econbiz.de/10012125536
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...
Persistent link: https://www.econbiz.de/10011514490
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