[Balke, N. S. & Wohar, M. E. (2001). Explaining stock price movements: is there a case for fundamentals. Federal Reserve Bank of Dallas Economic and Financial Review, 3rd Quarter, 22-34.]Search in Google Scholar
[Brunnenmeier, M. K. (2008). Bubbles. In S. N. Durlauf & L. E. Bluem (Eds.), New Palgrave Dictionary of Economics, 2nd, London: Macmillan.]Search in Google Scholar
[Campbell, J. Y., Lo, A. W. & MacKinlay, A. C. (1997). The econometrics of financial markets. Princeton University Press, Princeton.]Search in Google Scholar
[Caporale, G. M. and Gil-Alana, L. A. (2004). Fractional cointegration and tests of present value models. Review of Financial Economics, 13, 245-258.10.1016/j.rfe.2003.09.009]Search in Google Scholar
[Diba, B. T. & Grossman, H. (1987). On the inception of rational bubbles. Quarterly Journal of Economics, 87, 697-700.10.2307/1884225]Search in Google Scholar
[Diba, B. & Grossman, H. (1988). The theory of rational bubbles in stock prices. The Economic Journal, 98, 746-754.10.2307/2233912]Search in Google Scholar
[European Central Bank (2002). The Stock Market and Monetary Policy, ECB Monthly Bulletin, February 2002, 39-52.]Search in Google Scholar
[European Central Bank (2003). Issues raised at the ECB Workshop on "Asset prices and monetary policy", by C. Detken, K. Masuch & F. Smets (European Central Bank).]Search in Google Scholar
[Filardo, A. (2004). Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs. BIS Working Paper, 155.10.2139/ssrn.782327]Search in Google Scholar
[Froot, K. A. & Obstfeld, M. (1991). Intrinsic bubbles: the case of stock prices. American Economic Review, 81, 1189-1214.]Search in Google Scholar
[Grantham, J. (2008). Reaping the whirlwind. Quarterly Letter part 1, October, GMO Boston.]Search in Google Scholar
[Gerdesmeier, D., Reimers, H.-E. & Roffia, B. (2010). Asset price misalignments and the role of money and credit. International Finance, 13(3), 377-407.10.1111/j.1468-2362.2010.01272.x]Search in Google Scholar
[Gerdesmeier, D., Reimers, H.-E. & Roffia, B. (2011). Testing for the existence of a bubble in the stock market. In: A. Michler & T. Polleit (Eds.), Financial crisis, forthcoming.]Search in Google Scholar
[Gurkaynak, R. S. (2008). Econometric tests of asset price bubbles. Taking stock. Journal of Economic Surveys, 22, 166-186.10.1111/j.1467-6419.2007.00530.x]Search in Google Scholar
[Kindleberger, C. (1978). Manias, panics and crashes: a history of financial crises. New York: John Wiley.10.1007/978-1-349-04338-5]Search in Google Scholar
[MacKinnon, J. G. (1996). Numerical distribution functions for unit root and cointegration tests. Journal of Applied Econometrics, 11, 601-618.10.1002/(SICI)1099-1255(199611)11:6<601::AID-JAE417>3.0.CO;2-T]Search in Google Scholar
[Ng, S. & Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69, 1519-1554.10.1111/1468-0262.00256]Search in Google Scholar
[Phillips, P. B. C. & Yu, J. (2010). Dating the timeline of financial bubbles during the subprime crisis. Cowles Foundation Discussion Paper, 1770, Yale University.10.2139/ssrn.1676272]Search in Google Scholar
[Sharpe, W. F.; Gordon, J. A. & Bailey, J. W. (1999). Investments. New Jersey: Prentice-Hall International, sixth edition.]Search in Google Scholar
[Shiller, R. (2005). Irrational exuberance. New York: Broadway Books, 2nd edition.]Search in Google Scholar
[Simon, J. (2003). Three Australian asset-price bubbles. Paper presented at the Conference in Australia.]Search in Google Scholar