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普通文章No.332 Non-performing Loans in Housing Bubbles
普通文章No.331 Senior Lender Control Rights and Cost of Debt
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2013年金融学院博士生论坛(七)
发布时间:2013-4-16 来源:本站原创  


本周博士论坛按照惯例在周四(4月18日)下午1:30,地点:毓秀楼208

本周博士论坛,我们邀请了来自捷克的留学生Oleg作报告:
题目:Testing Rational Speculative Bubbles in Central European Stock Markets
摘要: This study examines the existence of rational speculative bubbles in selected Central European stock markets. We employed the duration dependence test for bubble detection, which we believe provides reliable results for the specific properties of the markets studied. In addition to the stock market indices the prices of individual stocks with the highest capitalization were investigated in order to identify the source of bubble. In contrast to the findings of previous studies on bubbles in emerging markets, no significant bubbles in asset prices were reveiled, except for the Polish stocks of chemical companies from 2004-2007 and Czech and Hungarian stocks of new and prospective sectors.
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