Fads or bubbles? / by Huntley Schaller and Simon van Norden. : FB3-2/97-2E-PDF
This paper tests between fads and bubbles using a new empirical strategy (based on switching-regression econometrics) for distinguishing between competing asset-pricing models.--Abstract
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571668&sl=1
Ministère/Organisme | Bank of Canada. |
---|---|
Titre | Fads or bubbles? / by Huntley Schaller and Simon van Norden. |
Titre de la série | Bank of Canada working paper1701-939797-2 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Autres formats offerts | Papier-[Anglais] |
Note(s) | "This paper tests between fads and bubbles using a new empirical strategy (based on switching-regression econometrics) for distinguishing between competing asset-pricing models."--Abstract. The ISBN (0-662-25316-7) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. Résumé en français. |
Information sur la publication | Ottawa - Ontario : Bank of Canada January 1997. |
Description | 56p.graphs, references, tables |
ISSN | 1701-9397 |
Numéro de catalogue |
|
Descripteurs | Economy |