Browsing İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management by Subject "Rational bubbles"
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On the performance of West's bubble test: A simulation approach
(Elsevier science inc, 2010-12-01)In this research we examine the ability of West's bubble test [1] in detecting speculative bubbles using Brock's (1982) [2] intertemporal general equilibrium model of asset pricing as the basis for a simulation study. In ...