Do Bubbles Spill Over?

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;