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Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I., (2016)
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji, (2023)
Date-stamping US housing market explosivity
Balcilar, Mehmet, (2018)
Are real exchange rates more likely to be stationary during the fixed nominal exchange rate regimes?
Yoon, Gawon, (2009)
Purchasing power parity and long memory
Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes
Yoon, Gawon, (2010)