Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US
Year of publication: |
2001
|
---|---|
Authors: | Bohl, Martin T. ; Siklos, Pierre L. |
Publisher: |
Frankfurt a. M. : Deutsche Bank Research |
Subject: | Börsenkurs | Kapitalertrag | Aktienmarkt | Wertpapieranalyse | Dividende | Dynamische Investitionsrechnung | Wertpapierspekulation | Noise Trading | Bubbles | Schätzung | USA | Present Value Model | US Stock Prices | Asymmetric Adjustment | Cointegration |
Series: | Research Notes ; 01-3 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 821851144 [GVK] hdl:10419/40257 [Handle] RePEc:zbw:dbrrns:013 [RePEc] |
Classification: | G12 - Asset Pricing ; E44 - Financial Markets and the Macroeconomy ; C32 - Time-Series Models |
Source: |
-
Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T., (2001)
-
Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T., (2001)
-
Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US
Bohl, Martin T., (2001)
- More ...
-
Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB
Siklos, Pierre L., (2004)
-
Did the Bundesbank React to Stock Price Movements?
Siklos, Pierre L., (2003)
-
Bohl, Martin T., (2005)
- More ...