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Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain

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  • Gikas A. Hardouvelis

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File URL: http://www.newyorkfed.org/research/quarterly_review/1988v13/v13n2article2.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of New York in its journal Quarterly Review.

Volume (Year): (1988)
Issue (Month): Sum ()
Pages: 4-16

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Handle: RePEc:fip:fednqr:y:1988:i:sum:p:4-16:n:v.13no.2

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Keywords: Stock market ; Stock - Prices ; Japan ; Great Britain;

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Cited by:
  1. Masih, Rumi & Masih, Abul M. M., 2001. "Long and short term dynamic causal transmission amongst international stock markets," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 563-587, August.
  2. Sandeep Patel & Asani Sarkar, 1998. "Stock market crises in developed and emerging markets," Research Paper 9809, Federal Reserve Bank of New York.
  3. Claudio E. V. Borio & Robert N. McCauley, 1995. "The anatomy of the bond market turbulence of 1994," BIS Working Papers 32, Bank for International Settlements.
  4. Masih, A. Mansur M. & Masih, Rumi, 2002. "Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period," Global Finance Journal, Elsevier, vol. 13(1), pages 63-91.
  5. Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 859-885.
  6. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.

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