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Market Fundamentals versus Speculative Bubbles. A New Test Applied to the German Hyperinflation

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Author Info
Blackburn, K.
Sola, M.

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Publisher Info
Paper provided by Economics Division, School of Social Sciences, University of Southampton in its series Discussion Paper Series In Economics And Econometrics with number 9208.

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Date of creation: 01 Jan 1992
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Handle: RePEc:stn:sotoec:9208

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  1. Oscar J. Arce, 2006. "Speculative Hyperinflations: When Can We Rule Them Out?," Computing in Economics and Finance 2006 376, Society for Computational Economics. [Downloadable!]
  2. Óscar J. Arce, 2006. "Speculative hyperinflations: when can we rule them out?," Banco de España Working Papers 0607, Banco de España. [Downloadable!]
  3. Juha Junttila, 2003. "Detecting speculative bubbles in an IT-intensive stock market," Journal of Economics and Finance, Springer, vol. 27(2), pages 166-189, June. [Downloadable!] (restricted)
  4. Mark A. Hooker, 1997. "Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence," Finance and Economics Discussion Series 1997-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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