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http://hdl.handle.net/20.500.11861/6409| Title: | Testing for stochastic explosive root bubbles in Asian emerging stock markets |
| Authors: | Chan Hing-lin Dr. WOO Kai Yin |
| Issue Date: | 2008 |
| Source: | Economics Letters, Apr. 2008, vol. 99(1), pp. 185-188. |
| Journal: | Economics Letters |
| Abstract: | This study employs a new test to detect the existence of stochastic explosive root bubbles. We find evidence of bubbles in stock markets of Taiwan, Malaysia, Indonesia, the Philippines and Thailand, but no evidence of bubbles in South Korea over our sample period. |
| Type: | Peer Reviewed Journal Article |
| URI: | http://hdl.handle.net/20.500.11861/6409 |
| ISSN: | 0165-1765 1873-7374 |
| DOI: | 10.1016/j.econlet.2007.06.024 |
| Appears in Collections: | Economics and Finance - Publication |
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