A test for rational bubbles in stock prices

Empirical Economics

Volumn 27, Issue 4, 2002, Pages 587-600

  Fukuta, Yuichi ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Cointegration; Order of integration; Rational bubbles; Time varying real interest rate and risk premium

Indexed keywords

INTEREST RATE; PRICE DYNAMICS; STOCK MARKET;

EID: 0036967364     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810100104     Document Type: Article

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