//-->
Periodically collapsing bubbles in the US stock market?
Bohl, Martin T., (2001)
Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar, (2017)
Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei, (2016)
Nonstationary stochastic seasonality and the German M2 money demand function
Bohl, Martin T., (2000)
Buffer-Stock-Komponenten in der Geldnachfrage von Deutschlands M3?
Bohl, Martin T., (1999)
Persistence in government spending fluctuations: new evidence on the displacement effect : a comment on Goff