Looking for Rational Bubbles in Agricultural Commodity Markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
More about this item
KeywordsRational Speculative Bubbles; Bootstrap; Unit Root Tests; Commodity Prices.; Marketing; G14; Q14; C12; C15;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2012-02-20 (Agricultural Economics)
- NEP-ALL-2012-02-20 (All new papers)
- NEP-ECM-2012-02-20 (Econometrics)
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