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Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate

Lafuente, Juan Angel; Ruiz, Jesus - In: Economic modelling 23 (2006) 2, pp. 238-264

Persistent link: https://www.econbiz.de/10003299377

Rational speculative bubbles in the US stock market and political cycles

Wang, Miao; Wong, M. C. Sunny - In: Finance research letters 13 (2015), pp. 1-9

Persistent link: https://www.econbiz.de/10011552305

Aggregation and the nature of price expectations

Frechette, Darren L. - In: American journal of agricultural economics 83 (2001) 1, pp. 52-63

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Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs

Anderson, Keith P. - 2010

This paper is the first to utilize a direct test for periodic, partially collapsing speculative bubbles in US REIT prices. A long history of data is employed for the All, Mortgage and Equity REIT categories. This approach is more powerful than existing tests and is based on the formulation of a...

Persistent link: https://www.econbiz.de/10013150782