00000nam##2200000za#4500 9.571644 CaOODSP 20211126112844 cr ||||||||||| 150406|1996||||xxc|||||o f|0| 0 eng|d 1701-9397 CaOODSP eng n-cn--- FB3-2/96-13E-PDF Bank of Canada. Speculative behaviour, regime-switching and stock market crashes / [electronic resource] by Simon van Norden and Huntley Schaller. Ottawa - Ontario : Bank of Canada October 1996. 60p. graphs, references, tables Bank of Canada working paper 1701-9397 96-13 "This paper uses regime-switching econometrics to study stock market crashes and to explore the ability of two very different economic explanations to account for historical crashes. The first explanation is based on historical accounts of "manias" and "panics".... The second explanation is based on switches in fundamentals."--Abstract. N.B.: Incorrect ISBN (0-662-25160-1) printed in this publication. This paper uses regime-switching econometrics to study stock market crashes and to explore the ability of two very different economic explanations to account for historical crashes. The first explanation is based on historical accounts of manias and panics.... The second explanation is based on switches in fundamentals.--Abstract Résumé en français. 11-19-Supp 2011-09-23 Schaller, Huntley van Norden, Simon Speculative behaviour, regime-switching and stock market crashes / (CaOODSP)9.613365 Working paper (Bank of Canada) 1701-9397 96-13 (CaOODSP)9.504604 http://publications.gc.ca PDF 254 KB https://publications.gc.ca/collections/Collection/FB3-2-96-13E.pdf 96-13