Do bubbles and time-varying risk premiums affect stock prices? a Kalman filter approach

Author： Chen Lii-Tarn   Hueng C. James   Lin Chien-fu Jeff  

Publisher： Inderscience Publishers

ISSN： 1097-4954

Source： Global Business and Economics Review, Vol.2, Iss.2, 2005-02, pp. : 159-171

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