Dynamic analyses for transmission between asset bubble trends of accumulated co-integration errors
Year of publication: |
August 2016
|
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Authors: | Kim, Yun-Yeong |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 45.2016, 4, p. 574-605
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Subject: | Asset prices | ACE bubble trends | Beveridge-Nelson decomposition | Dynamic analyses | Transmission | Theorie | Theory | Spekulationsblase | Bubbles | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | CAPM | Aktienmarkt | Stock market |
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