Rational Bubbles Exist in the G-7 Stock Markets?Further Evidence Based on Nonparametric Rank Test for Cointegration
碩士 === 逢甲大學 === 金融碩士在職專班 === 100 === The paper attempts to re-investigate whether rational bubbles exist in the G-7 stock markets during the period from January 2000 to June 2009 using the nonparametric rank test of cointegration proposed by Breitung (2001). The empirical results from the Rank Test...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27169654812204515844 |