Is the federal reserve stock market bubble-neutral?

Marc D. Hayford; A. G. Malliaris

doi:10.1142/9789812701015_0013

Is the federal reserve stock market bubble-neutral?

Loyola University of Chicago

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Economic Uncertainty, Instabilities and Asset Bubbles
Subtitle of host publication	Selected Essays
Publisher	World Scientific Publishing Co.
Pages	207-221
Number of pages	15
ISBN (Electronic)	9789812701015
ISBN (Print)	9789812563781
DOIs	https://doi.org/10.1142/9789812701015_0013
State	Published - Jan 1 2005
Externally published	Yes

ASJC Scopus Subject Areas

General Business,Management and Accounting
General Economics,Econometrics and Finance

Keywords

Exponent of Hurst
Fractional Brownian motion
Multi-fractal market hypothesis
Pareto-LeVy stable process
R/S analysis

Access to Document

10.1142/9789812701015_0013

Cite this

@inbook{5e3fc0dec0cd418d84e85c6894ea6b31,

title = "Is the federal reserve stock market bubble-neutral?",

keywords = "Exponent of Hurst, Fractional Brownian motion, Multi-fractal market hypothesis, Pareto-LeVy stable process, R/S analysis",

author = "Hayford, {Marc D.} and Malliaris, {A. G.}",

year = "2005",

month = jan,

day = "1",

doi = "10.1142/9789812701015_0013",

language = "English",

isbn = "9789812563781",

pages = "207--221",