Speculative bubbles and tests of the contagion mechanism in financial markets.
This dissertation extends previous research on bubbles by investigating whether changes in the financial asset prices of the S&P500 reflect changes in fundamentals. We propose that if this is not the case the volatility is due to a bubble. Hence, this is the general hypothesis from which several testable hypotheses are developed.
Authors: | Porras Gonzalez, Eva Raquel. |
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Institutions: | Florida Atlantic University |
Subject: | Business Administration | Management | Finance | Theory |
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