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Testing for rational bubbles in the US housing market

✍ Scribed by Kivedal, Bjørnar Karlsen


Book ID
121503469
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
916 KB
Volume
38
Category
Article
ISSN
0164-0704

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Testing for rational bubbles in banking
✍ Daniel O. Cajueiro; Benjamin M. Tabak 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 199 KB

In this paper a simple test for detecting bilinearity in a stochastic unit root process is used to test for the presence of rational bubbles in banking equity indices. The empirical evidence for a set of 39 banking indices for different countries, after adjusting for GARCH effects, suggests that for