Essays on speculative financial bubbles

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Essays on speculative financial bubbles

This thesis contributes to the study of long-run relationships between financial assets. We develop a methodology for testing the hypothesis of co-bubbling behaviour in two series, employing a variant of the stationarity test of Kwiatkowski et al. (1992) which uses a conditional 'wild' boo...

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Bibliographic Details
Main Author:	Evripidou, Andria C.
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2018
Subjects:	Econometric models; Business cycles; Market prices; Financial assets; Business forecasting
Online Access:	https://eprints.nottingham.ac.uk/49811/

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