000 01727nam##2200313za#4500
0019.613365
003CaOODSP
00520211126112847
007ta
008150406|1996||||xxc|||||     f|0| 0 eng|d
020 |a0-662-25160-1
022 |a1192-5434
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/96-13E
1102 |aBank of Canada.
24510|aSpeculative behaviour, regime-switching and stock market crashes / |cby Simon van Norden and Huntley Schaller.
260 |aOttawa - Ontario : |bBank of Canada |c1996.
300 |a47p. : |breferences, tables ; |c28 cm.
4901 |aWorking paper|x1192-5434|v96-13
500 |a"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.
5203 |aThis 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
546 |aRésumés en français
563 |aSoftcover
590 |a96-43|b1996-10-25
7201 |aSchaller, Huntley
7201 |aLalonde, René
7760#|tSpeculative behaviour, regime-switching and stock market crashes / |w(CaOODSP)9.571644
830#0|aWorking paper,|x1192-5434|v96-13|w(CaOODSP)9.514622