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Bank of Canada RSS Feedsen2024-03-29T07:01:11+00:00Speculative Behaviour, Regime-Switching and Stock Market Crashes
https://www.bankofcanada.ca/1996/10/working-paper-1996-13/
This paper uses regime-switching econometrics to study stock market crashes and to explore the ability of two very different economic explanations to account for historical crashes. The first explanation is based on historical accounts of "manias and panics."1996-10-01T09:35:55+00:00enSpeculative Behaviour, Regime-Switching and Stock Market Crashes1996-10-01Financial marketsWorking Paper 1996-13 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-13.pdfSpeculative Behaviour, Regime-Switching and Stock Market CrashesSimon van NordenHuntley SchallerOctober 1996CC4C40EE4E44GG1G12