Evidence of nonlinear speculative bubbles in Pacific-rim stock markets

Abstract
Substantially increased international financial mobility and internal financial reforms in many countries have led to apparently increased volatility of their financial markets. This heightened volatility has sometimes been associated with rapid increases or decreases in asset values that many observers suspect contain elements of speculative bubbles and their associated crashes, not justified by rational expectations of underlying fundamentals. In addition, these possible bubbles may coincide with nonlinear dynamics beyond basic ARCH effects, thus being nonlinear speculative bubbles.
Keywords No keywords specified (fix it)
Categories No categories specified
(categorize this paper)
Options
 Save to my reading list
Follow the author(s)
Edit this record
My bibliography
Export citation
Find it on Scholar
Mark as duplicate
Request removal from index
Revision history
Download options
Our Archive


Upload a copy of this paper     Check publisher's policy     Papers currently archived: 31,334
External links

Setup an account with your affiliations in order to access resources via your University's proxy server
Configure custom proxy (use this if your affiliation does not provide a proxy)
Through your library
References found in this work BETA

No references found.

Add more references

Citations of this work BETA

No citations found.

Add more citations

Similar books and articles
Added to PP index
2009-01-28

Total downloads
15 ( #354,522 of 2,225,328 )

Recent downloads (6 months)
1 ( #425,048 of 2,225,328 )

How can I increase my downloads?

Monthly downloads
My notes
Sign in to use this feature