Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data

Journal of Banking and Finance

Volumn 33, Issue 12, 2009, Pages 2275-2281

  Chen, An Sing ^a   Cheng, Lee Young ^a   Cheng, Kuang Fu ^a,b  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^b KAO YUAN UNIVERSITY   (Taiwan)

Author keywords

Forecasting; Granger causality; Prediction; Stock market bubbles

Indexed keywords

EID: 70349620391     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.06.005     Document Type: Article

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