Bolhas Racionais no Índice Bovespa

Maurício Simiano Nunes and Sergio Da Silva

Revista Brasileira de Economia - RBE, 2009, vol. 63, issue 2

Abstract: We checked for the presence of rational bubbles in the Sao Paulo Stock Exchange index using both linear and nonlinear cointegration. We detected the presence of explosive and periodically collapsing bubbles, but could not track intrinsic bubbles.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://periodicos.fgv.br/rbe/article/view/1098 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fgv:epgrbe:v:63:y:2009:i:2:a:1098

Access Statistics for this article

Revista Brasileira de Economia - RBE is currently edited by Ricardo Cavalcanti

More articles in Revista Brasileira de Economia - RBE from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Contact information at EDIRC.
Bibliographic data for series maintained by Núcleo de Computação da FGV EPGE ().