Bubbles identification in an emerging economy and within stock markets of its trading partners : evidence from a GSADF approach
Mumtaz Ahmed, Liviu Marian Matac, Naureen Maqbool, Asma Salman, Muthanna G. Abdul Razzaq, Lara Al-Haddad and Codruta Daniela Pavel
| Year of publication: |
2024
|
|---|---|
| Authors: | Ahmed, Mumtaz ; Matac, Liviu Marian ; Maqbool, Naureen ; Salman, Asma ; Abdul Razzaq, Muthanna G. ; Al-Haddad, Lara ; Pavel, Codruta Daniela |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 19.2024, 4, Art.-No. 2450017, p. 1-27
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| Subject: | bootstrap | connectedness | frequency domain | Multiple bubbles | vector autoregressive | Spekulationsblase | Bubbles | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495224500179 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015399381