Identification of speculative bubbles using state-space models with Markov-switching

Journal of Banking and Finance

Volumn 35, Issue 5, 2011, Pages 1073-1086

  Al Anaswah, Nael ^a   Wilfling, Bernd ^a  

^a UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

Detection of speculative bubbles; Present value models; State space models with Markov switching; Stock market dynamics

Indexed keywords

EID: 79952749328     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.09.021     Document Type: Article

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