Testing for stochastic explosive root bubbles in Asian emerging stock markets
Hing Lin Chan and
Economics Letters, 2008, vol. 99, issue 1, 185-188
This study employs a new test to detect the existence of stochastic explosive root bubbles. We find evidence of bubbles in stock markets of Taiwan, Malaysia, Indonesia, the Philippines and Thailand, but no evidence of bubbles in South Korea over our sample period.
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:99:y:2008:i:1:p:185-188
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