Is the behavior of asset prices governed by fundamental, or do asset prices reflect the presence of bubbles? A comparative study between emerging and European stock markets using panel methods
Sébastien Morin
Additional contact information
Sébastien Morin: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique
Post-Print from HAL
Keywords: asset prices; emerging stock markets; Europe; panel methods (search for similar items in EconPapers)
Date: 2003-10-01
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Published in 2003
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
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:hal:journl:halshs-00078340
Access Statistics for this paper
More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().