메뉴 건너뛰기
Journal of Economics and Finance
Volumn 28, Issue 2, 2004, Pages 147-154
Duration dependence testing for speculative bubbles
Author keywords

[No Author keywords available]
Indexed keywords

EID: 30844452596     PISSN: 10550925     EISSN: 19389744     Source Type: Journal    
DOI: 10.1007/BF02761607     Document Type: Article
Times cited : (23)
References (15)
  • 1
    • 0001866008 scopus 로고
    • Bubbles, rational expectations, and financial markets
    • edited by Paul Wachtel. Lexington: Lexington Books
    • Blanchard, Oliver J., and Mark W. Watson. 1982. "Bubbles, Rational Expectations, and Financial Markets." In Crises in the Economic and Financial Structure, edited by Paul Wachtel. Lexington: Lexington Books.
    • (1982) Crises in the Economic and Financial Structure
    • Blanchard, O.J.1    Watson, M.W.2
  • 2
    • 0032059407 scopus 로고    scopus 로고
    • Are there rational speculative bubbles in Asian stock markets?
    • Chan, Kalok, Grant R. McQueen, and Steven Thorley. 1998. "Are There Rational Speculative Bubbles in Asian Stock Markets?" Pacific-Basin Finance Journal 6: 125-151.
    • (1998) Pacific-basin Finance Journal , vol.6 , pp. 125-151
    • Chan, K.1    McQueen, G.R.2    Thorley, S.3
  • 3
    • 0039687480 scopus 로고
    • Duration dependence in the U.S. stock market cycle: A parametric approach
    • Cochran, Steven J., and Robert H. Defina. 1995. "Duration Dependence in the U.S. Stock Market Cycle: A Parametric Approach." Applied Financial Economics 5: 309-318.
    • (1995) Applied Financial Economics , vol.5 , pp. 309-318
    • Cochran, S.J.1    Defina, R.H.2
  • 6
    • 84936067423 scopus 로고
    • The theory of rational bubbles in stock prices
    • Diba, Behzad, and Herschel Grossman. 1988. "The Theory of Rational Bubbles in Stock Prices." The Economic Journal 98: 746-754.
    • (1988) The Economic Journal , vol.98 , pp. 746-754
    • Diba, B.1    Grossman, H.2
  • 7
    • 0000027575 scopus 로고
    • A test for speculative bubbles in the sterling-dollar exchange rate: 1981-1984
    • Evans, George W. 1986. "A Test for Speculative Bubbles in the Sterling-Dollar Exchange Rate: 1981-1984." American Economic Review 76: 621-636.
    • (1986) American Economic Review , vol.76 , pp. 621-636
    • Evans, G.W.1
  • 8
    • 34250890715 scopus 로고
    • Business conditions and expected returns on stocks and bonds
    • Fama, Eugene F., and Kenneth R. French. 1989. "Business Conditions and Expected Returns on Stocks and Bonds." Journal of Financial Economics 25: 23-49.
    • (1989) Journal of Financial Economics , vol.25 , pp. 23-49
    • Fama, E.F.1    French, K.R.2
  • 9
    • 77951927548 scopus 로고    scopus 로고
    • The timing of out-of-court settlements
    • Fournier, Gary M., and Thomas W. Zuehlke. 1996. "The Timing of Out-of-Court Settlements." The Rand Journal 21: 310-321.
    • (1996) The Rand Journal , vol.21 , pp. 310-321
    • Fournier, G.M.1    Zuehlke, T.W.2
  • 11
    • 0001044203 scopus 로고
    • Econometric methods for the duration of unemployment
    • Lancaster, Tony. 1979. "Econometric Methods for the Duration of Unemployment." Econometrica 47: 939-956.
    • (1979) Econometrica , vol.47 , pp. 939-956
    • Lancaster, T.1
  • 15
    • 0001145296 scopus 로고
    • Business cycle duration dependence: A parametric approach
    • Sichel, Daniel E. 1991. "Business Cycle Duration Dependence: A Parametric Approach." Review of Economics and Statistics 73: 254-260.
    • (1991) Review of Economics and Statistics , vol.73 , pp. 254-260
    • Sichel, D.E.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.