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Selected Works of Sergio Da Silva
Article
Bolhas Racionais no Indice Bovespa
Revista Brasileira de Economia (2009)
  • Mauricio Nunes
  • Sergio Da Silva
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Abstract
We checked for the presence of rational bubbles in the São Paulo Stock Exchange index using both linear and nonlinear cointegration. We detected the presence of explosive and periodically collapsing bubbles, but we could not track intrinsic bubbles.
Disciplines
Publication Date
2009
Citation Information
Mauricio Nunes and Sergio Da Silva. "Bolhas Racionais no Indice Bovespa" Revista Brasileira de Economia Vol. 63 Iss. 2 (2009)
Available at: http://works.bepress.com/sergiodasilva/87/