Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo

This article analyzes different international share price indices for the period 1995-2013, in order to test for the existence and date of appearance of asset price explosions in the world’s stock markets. A sign test is employed to construct different indices of bubbles in representative financial...

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Bibliographic Details
Main Authors: Julián Fernández Mejía, Jorge Mario Uribe
Format: Article
Language:Spanish
Published: Universidad Católica de Colombia 2016-03-01
Series:Revista Finanzas y Política Económica
Subjects:
Online Access:http://editorial.ucatolica.edu.co/ojsucatolica/revistas_ucatolica/index.php/RFYPE/article/view/929/976

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