| Does Rational Bubbles exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test | |
|---|---|
| 學年 | 94 |
| 學期 | 1 |
| 出版（發表）日期 | 2005-08-01 |
| 作品名稱 | Does Rational Bubbles exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test |
| 作品名稱（其他語言） | |
| 著者 | Chang, Tsang-yao; Chang, Hsu-ling; Chu, Hsiao-ping; Su, Chi-wei |
| 單位 | 淡江大學國際貿易學系暨國際企業研究所 |
| 出版者 | Nashville: Economics Bulletin |
| 著錄名稱、卷期、頁數 | Economics Bulletin 3(41), pp.1-9 |
| 摘要 | In this study, we revisit the issue as to the presence of rational bubbles in the Taiwan stock market during the June 1991 to February 2005 period using the Bierens (1997) nonparametric cointegration tests. The results from the Bierens nonparametric cointegration test attest to the absence of rational bubbles in the Taiwan stock market. |
| 關鍵字 | |
| 語言 | en |
| ISSN | 1545-2921 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54900 ) |
GoogleAnalytics