Fads or bubbles? / by Huntley Schaller and Simon van Norden. : FB3-2/97-2E

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

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Publication information
Department/Agency Bank of Canada.
Title Fads or bubbles? / by Huntley Schaller and Simon van Norden.
Series title Working paper1192-543497-2
Publication type Series - View Master Record
Language [English]
Format Paper
Other formats Electronic-[English]
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.
Résumés en français
Publishing information Ottawa - Ontario : Bank of Canada 1997.
Binding Softcover
Description 47p. : graphs, references, tables ; 28 cm.
ISBN 0-662-25316-7
ISSN 1192-5434
Catalogue number
  • FB3-2/97-2E
Subject terms Economy
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