Fads or bubbles? / by Huntley Schaller and Simon van Norden. : FB3-2/97-2E-PDF

This paper tests between fads and bubbles using a new empirical strategy (based on switching-regression econometrics) for distinguishing between competing asset-pricing models.--Abstract

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Publication information
Department/Agency Bank of Canada.
Title Fads or bubbles? / by Huntley Schaller and Simon van Norden.
Series title Bank of Canada working paper1701-939797-2
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Other formats Paper-[English]
Note(s) "This paper tests between fads and bubbles using a new empirical strategy (based on switching-regression econometrics) for distinguishing between competing asset-pricing models."--Abstract.
The ISBN (0-662-25316-7) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
Résumé en français.
Publishing information Ottawa - Ontario : Bank of Canada January 1997.
Description 56p.graphs, references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/97-2E-PDF
Subject terms Economy
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