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Bolhas Racionais no Indice Bovespa

Mauricio Nunes, Federal University of Rio Grande Do Sul
Sergio Da Silva, Federal University of Santa Catarina

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.

Suggested Citation

Mauricio Nunes and Sergio Da Silva. "Bolhas Racionais no Indice Bovespa" Revista Brasileira de Economia 63.2 (2009): 119-134.
Available at: http://works.bepress.com/sergiodasilva/87