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On Testing for Self-Fulfilling Speculative Price Bubbles · Study

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ArticleOn Testing for Self-Fulfilling Speculative Price Bubbles

James Douglas Hamilton1986

Article1986

On Testing for Self-Fulfilling Speculative Price Bubbles

James Douglas Hamilton

90 citations·0/0 files stored·International Economic Review

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Economic theories and models Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?2000Forecasting Economic Time Series 1981The Present-Value Relation: Tests Based on Implied Variance Bounds 1982On the Possibility of Speculation under Rational Expectations 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing 1980Market Fundamentals versus Price-Level Bubbles: The First Tests 1979Speculative bubbles, crashes and rational expectations 1980The ‘peso problem’ in testing the efficiency of forward exchange markets

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2012Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets 2006Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach

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1997RATIONAL BUBBLES IN THE STOCK MARKET: ACCOUNTING FOR THE U.S. STOCK‐PRICE VOLATILITYarticle · 8 shared references 2000Rational speculative bubbles in the gold futures market: An application of dynamic factor analysisarticle · 8 shared references 1989BUBBLES AND FADS IN ASSET PRICESarticle · 7 shared references 1985The observable implications of self-fulfilling expectationsarticle · 7 shared references 1986An Evaluation of Recent Evidence on Stock Market Bubblesreport · 7 shared references 1988Rational inflationary bubblesarticle · 7 shared references

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Year1986

Typearticle

Published1986-10-01

VenueInternational Economic Review

ISSN-L0020-6598

Languageen

Citations90

Files0 public / 0

ShelfEconomic theories and models

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doi10.2307/2526680

openalex_workW1965535382

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