Does Rational Bubbles exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test

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题名:	Does Rational Bubbles exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test
作者:	Chang, Tsang-yao;Chang, Hsu-ling;Chu, Hsiao-ping;Su, Chi-wei
贡献者:	淡江大學國際貿易學系暨國際企業研究所
日期:	2005-08
上传时间:	2011-07-28 00:52:43 (UTC+8)
出版者:	Nashville: Economics Bulletin
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.
關聯:	Economics Bulletin 3(41), pp.1-9
显示于类别:	[國際企業學系暨研究所] 期刊論文

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