Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets
Year of publication: |
2007-12
|
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Authors: | Hassan, M. Kabir ; Suk-Yu, Jung |
Institutions: | Networks Financial Institute, Scott College of Business |
Subject: | Rational speculative bubbles | MENA stock markets | fractional integration tests | duration dependence tests |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The price is Free Number 2007-WP-31 27 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis ; G15 - International Financial Markets |
Source: |
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