Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s

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Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s

© 2018 This paper investigates the most documented asset price bubbles of the 1980-90s in Japan, and subjects them to the rigours of recent econometric tests. We focus on testing for bubbles in Japan's stock and real estate markets from 1970Q1 to 1999Q4 using the right-tailed unit root test of...

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Bibliographic Details
Main Authors:	Hu, Y., Oxley, Leslie
Format:	Journal Article
Published:	2018
Online Access:	http://hdl.handle.net/20.500.11937/71475

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