Phillips, PeterShi, Shuping2019-09-292019-12-01Oxford Bulletin of Economics and Statistics 81(6):1336-1361 Dec 20190305-9049https://hdl.handle.net/2292/47967Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher.https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htmhttps://authorservices.wiley.com/author-resources/Journal-Authors/licensing/self-archiving.htmlSocial SciencesScience & TechnologyPhysical SciencesEconomicsSocial Sciences, Mathematical MethodsStatistics & ProbabilityBusiness & EconomicsMathematical Methods In Social SciencesMathematicsLIMIT THEORYSPECULATIVE BUBBLESUNIT-ROOTMARKETCREDITSTOCKLIQUIDITYEXUBERANCECONTAGIONEPISODESJournal Article10.1111/obes.12307Copyright: The Department of Economics, University of Oxford and John Wiley & Sons Ltdhttp://purl.org/eprint/accessRights/OpenAccess1468-0084