What Drives Stock Prices? Identifying the Determinants of Stock Price Movements Nathan S. Balke Department of Economics, Southern Methodist University Dallas, TX 75275 and…
Fulcrum Research Notes – January 2014 Detecting bubbles in asset prices Ziad Daoud* Juan Antolin-Diaz** This note describes recent advances in econometric methodology which…
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Slide 1 Figure 2: US Real Returns S&P500 (Monthly, Feb 1915 – April 2004) Slide 2 Figure 1: US Real Stock Index S&P500 (Jan 1915 – April 2004) Slide 3 Figure…