Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model


ÇAĞLI E. Ç., EVRİM MANDACI P.

The Empirical Economics Letters, vol.16, no.9, pp.941-950, 2017 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 16 Issue: 9
  • Publication Date: 2017
  • Journal Name: The Empirical Economics Letters
  • Journal Indexes: Other Indexes
  • Page Numbers: pp.941-950
  • Dokuz Eylül University Affiliated: Yes