Under/over-valuation of the stock market and cyclically adjusted earnings
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- Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
References listed on IDEAS
- van Norden, Simon, 1996.
"Regime Switching as a Test for Exchange Rate Bubbles,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
- Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, University Library of Munich, Germany, revised 09 Aug 1995.
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Cited by:
- Sara Cecchetti & Marco Taboga, 2017. "Assessing the risks of asset overvaluation: models and challenges," Temi di discussione (Economic working papers) 1114, Bank of Italy, Economic Research and International Relations Area.
- Guido de Blasio & Davide Fantino & Guido Pellegrini, 2015.
"Evaluating the impact of innovation incentives: evidence from an unexpected shortage of funds,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 24(6), pages 1285-1314.
- Guido de Blasio & Davide Fantino & Guido Pellegrini, 2011. "Evaluating the impact of innovation incentives: evidence from an unexpected shortage of funds," Temi di discussione (Economic working papers) 792, Bank of Italy, Economic Research and International Relations Area.
- Hudepohl, Tom & van Lamoen, Ryan & de Vette, Nander, 2021.
"Quantitative easing and exuberance in stock markets: Evidence from the euro area,"
Journal of International Money and Finance, Elsevier, vol. 118(C).
- Tom Hudepohl & Ryan van Lamoen & Nander de Vette, 2019. "Quantitative easing and exuberance in stock markets: Evidence from the euro area," DNB Working Papers 660, Netherlands Central Bank, Research Department.
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More about this item
Keywords
earnings/price ratio; cyclically adjusted earnings; undervaluation/overvaluation of stocks;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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