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008150406|1996||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/96-13E-PDF
1102 |aBank of Canada.
24510|aSpeculative behaviour, regime-switching and stock market crashes / |h[electronic resource]|cby Simon van Norden and Huntley Schaller.
260 |aOttawa - Ontario : |bBank of Canada |cOctober 1996.
300 |a60p.|bgraphs, references, tables
4901 |aBank of Canada working paper|x1701-9397|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 |aRésumé en français.
590 |a11-19-Supp|b2011-09-23
7201 |aSchaller, Huntley
7201 |avan Norden, Simon
7760#|tSpeculative behaviour, regime-switching and stock market crashes / |w(CaOODSP)9.613365
830#0|aWorking paper (Bank of Canada)|x1701-9397|v96-13|w(CaOODSP)9.504604
85640|ahttp://publications.gc.ca|qPDF|s254 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-96-13E.pdf|y96-13