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Fundamentals-dependent bubbles in stock prices

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  • Ikeda, Shinsuke
  • Shibata, Akihisa

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 30 (1992)
Issue (Month): 1 (October)
Pages: 143-168

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Handle: RePEc:eee:moneco:v:30:y:1992:i:1:p:143-168

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Web page: http://www.elsevier.com/locate/inca/505566

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Cited by:
  1. Charemza W.W. & M. Lifshits & S. Makarova, 2002. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002 251, Society for Computational Economics.
  2. Thomas Lux & D. Sornette, 1999. "On Rational Bubbles and Fat Tails," Papers cond-mat/9910141, arXiv.org.
  3. G. Lim, 2005. "Bounded dividends, earnings and fundamental stock values," Empirical Economics, Springer, vol. 30(2), pages 411-426, 09.
  4. Sutherland, Alan, 1996. "Intrinsic bubbles and mean-reverting fundamentals," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 163-173, February.
  5. Cassola, Nuno & Morana, Claudio, 2004. "Monetary policy and the stock market in the euro area," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 387-399, April.
  6. Kevin J. Lansing, 2007. "Rational and Near-Rational Bubbles Without Drift," 2007 Meeting Papers 970, Society for Economic Dynamics.
  7. Fukuta, Yuichi, 1998. "A simple discrete-time approximation of continuous-time bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 937-954, June.
  8. Takashi Kamihigashi, 2010. "Recurrent Bubbles," Discussion Paper Series DP2010-27, Research Institute for Economics & Business Administration, Kobe University, revised Nov 2010.
  9. Fukuta, Yuichi, 1996. "Rational bubbles and non-risk neutral investors in Japan," Japan and the World Economy, Elsevier, vol. 8(4), pages 459-473, December.
  10. Andrew Filardo, 2004. "Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs," BIS Working Papers 155, Bank for International Settlements.
  11. Ikeda, Shinsuke & Shibata, Akihisa, 1995. "Fundamentals uncertainty, bubbles, and exchange rate dynamics," Journal of International Economics, Elsevier, vol. 38(3-4), pages 199-222, May.

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