Speculative bubbles in emerging stock markets and macroeconomic factors : a new empirical evidence for Asia and Latin America
Year of publication: |
December 2017
|
---|---|
Authors: | Tran Thi Bich Ngoc |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 454-467
|
Subject: | Co-integration | Emerging stock markets | Rational bubbles | Periodically collapsing bubbles | Equity market openness | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Lateinamerika | Latin America | Börsenkurs | Share price | Schwellenländer | Emerging economies | Schätzung | Estimation | Asien | Asia | Kointegration | Cointegration |
-
Co-integration of Indian stock markets with emerging markets of Asia
Khandelwal, Risha, (2018)
-
Detecting periodically collapsing bubbles in the S&P 500
Nguyen, Quynh Nhu, (2022)
-
Rethinking emerging market equities
Smith, Roy C., (1998)
- More ...
-
Marchés boursiers et Hedge funds global macro : interdépendances dynamiques ou neutralité?
Martin, Franck, (2010)
-
Determinants of inflation in Vietnam : a VECM approach
Tran Thi Bich Ngoc, (2015)
- More ...