Testing for Rational Bubbles in the Commodity Market
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- Yuichi Fukuta, 2002. "A test for rational bubbles in stock prices," Empirical Economics, Springer, vol. 27(4), pages 587-600.
- Diba, Behzad T & Grossman, Herschel I, 1988. "Explosive Rational Bubbles in Stock Prices?," American Economic Review, American Economic Association, vol. 78(3), pages 520-530, June.
- Mark Bertus & Bryan Stanhouse, 2001. "Rational speculative bubbles in the gold futures market: An application of dynamic factor analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(1), pages 79-108, January.
- Fukuta, Yuichi, 1996. "Rational bubbles and non-risk neutral investors in Japan," Japan and the World Economy, Elsevier, vol. 8(4), pages 459-473, December.
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JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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