Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500

Peter C.B. Phillips, Shuping Shi, Jun Yu

Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University) · 2013 · 259 citations · 0 references

Concepts

Abstract

Ministry of Education, Singapore under its Academic Research Funding Tier 2