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Rational bubbles in emerging stockmarkets Author info | Abstract | Publisher info | Download info | Related research | Statistics Nunes, Mauricio
Da Silva, Sergio
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We detected rational bubbles in 22 emerging stockmarkets using both standard and threshold cointegration. Eighteen stockmarkets experienced explosive bubbles (and some of them periodically collapsing bubbles as well). The remaining four markets experienced periodically collapsing bubbles only.
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number
4641.
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Date of creation: 29 Aug 2007Date of revision:
Handle: RePEc:pra:mprapa:4641Contact details of provider: Postal: Schackstr. 4, D-80539 Munich, Germany Phone: +49-(0)89-2180-2219 Fax: +49-(0)89-2180-3900 Web page: http://mpra.ub.uni-muenchen.de More information through EDIRC
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Keywords: bubbles ; stockmarkets ; emerging markets ; Find related papers by JEL classification: G12 - Financial Economics - - General Financial Markets - - - Asset Pricing E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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