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...
Main Authors: | , |
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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 |