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dc.contributor Graduate Program in Economics.
dc.contributor.advisor Hatipoğlu, Ozan.
dc.contributor.author Uyar, Osman Onur.
dc.date.accessioned 2023-03-16T12:00:36Z
dc.date.available 2023-03-16T12:00:36Z
dc.date.issued 2010.
dc.identifier.other EC 2010 U83
dc.identifier.uri http://digitalarchive.boun.edu.tr/handle/123456789/16410
dc.description.abstract We document the existence of rational bubbles in emerging markets by employing a structural state space model. The high correlation of stock price indices among a relatively large number of emerging markets indicates rational bubbles might spill over. We employ a newly developed Unscented Kalman Filtering technique to estimate the rational bubbles in stock markets. The bubbles mentioned here are assumed to be stochastic and feature time-variable parameters. Most of the variations of the stock prices which include rational bubbles in various sizes are captured by the model.
dc.format.extent 30cm.
dc.publisher Thesis (M.A.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2010.
dc.relation Includes appendices.
dc.relation Includes appendices.
dc.subject.lcsh Stock exchanges.
dc.title Do Bubbles Spill Over?
dc.format.pages vi, 48 leaves;


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