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• W3125408405 abstract "Asset bubbles can be described through the rational bubble solution of the standard stock price model linking stock prices and dividends. We show how the hypothesis of a rational bubble can be tested in the context of a bivariate coexplosive vector autoregression. The methodology is illustrated using US stock prices and dividends for the period 1974–2000." @default.
• W3125408405 created "2021-02-01" @default.
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• W3125408405 date "2012-06-01" @default.
• W3125408405 modified "2023-09-27" @default.
• W3125408405 title "Testing for rational bubbles in a coexplosive vector autoregression" @default.
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• W3125408405 doi "https://doi.org/10.1111/j.1368-423x.2012.00369.x" @default.
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