Explosive and periodically collapsing bubbles in emerging stockmarkets

We detected bubbles in 22 emerging stockmarkets using both standard and threshold cointegration. Eighteen stockmarkets experienced explosive bubbles (and some of them periodically collapsing bubbles as well). The remaining four markets experienced periodically collapsing bubbles only.

MoreLess

Year of publication:	2008
Authors:	Silva, Sergio Da ; Nunes, Mauricio
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2008, 46, p. 1-18
Publisher:	AccessEcon
Subject:	Periodically collapsing bubbles

More details

Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C5 - Econometric Modeling ; G1 - General Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005110863