Rational Speculative Bubbles in the Fine Wine Investment Market

Marcin Czupryna · Paweł Oleksy

6 citations0/0 files storedKwartalnik Kolegium Ekonomiczno-Społecznego Studia i Prace

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Art History and Market Analysis Financial Markets and Investment Strategies Economic theories and models

Abstract

The paper focuses on detection of rational speculative bubbles in fine wineinvestment market. Our research was conducted using recursive tests. The chosenmethod additionally allowed us to set time frames for potential bubbles. Theresults have shown that speculative bubble episodes appeared between 2006–2007both in fine wine market and in most of selected traditional stock exchanges.However, only the fine wine market recorded the second wave of speculativebubbles between 2010–2011.

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References

1979Manias, Panics, and Crashes: A History of Financial Crises 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1988Explosive Rational Bubbles in Stock Prices 2011Dating the timeline of financial bubbles during the subprime crisis 2013Bubbles in food commodity markets: Four decades of evidence 1996Regime switching as a test for exchange rate bubbles 2012Speculative bubbles in agricultural commodity markets 2003Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange

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2019THE EFFECT OF AN ELECTRONIC EXCHANGE ON PRICES AND RETURN VOLATILITY IN THE FINE WINE MARKET

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