Essays on speculative financial bubbles
This thesis contributes to the study of long-run relationships between financial assets. We develop a methodology for testing the hypothesis of co-bubbling behaviour in two series, employing a variant of the stationarity test of Kwiatkowski et al. (1992) which uses a conditional 'wild' boo...
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University of Nottingham
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.748317 |