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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Financial crisis"
~subject:"Stock index"
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International journal of theoretical and applied finance
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Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
Saved in:
2
Detecting financial collapse and ballooning sovereign risk
Phillips, Peter C. B.
;
Shi, Shuping
-
2017
Persistent link: https://www.econbiz.de/10011748569
Saved in:
3
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
Saved in:
4
Financial bubble implosion
Phillips, Peter C. B.
;
Shi, Shu-Ping
-
2014
Persistent link: https://www.econbiz.de/10010464131
Saved in:
5
Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010190219
Saved in:
6
Worst-case portfolio optimization in a market with bubbles
Belak, Christoph
;
Christensen, Sören
;
Menkens, Olaf
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011454368
Saved in:
7
Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.
;
Yu, Jun
-
2010
Persistent link: https://www.econbiz.de/10008656743
Saved in:
8
Explosive behavior in the 1990s Nasdaq : when did exuberance escalate asset values?
Phillips, Peter C. B.
;
Wu, Yangru
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003842051
Saved in:
9
Bubbles and crashes : optimism, trend extrapolation and panic
Westerhoff, Frank
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 829-837
Persistent link: https://www.econbiz.de/10001862157
Saved in:
10
The effects of the Asian crisis of 1997 on emergent markets through a critical phenomena model
Figueroa, M. G.
;
Mariani, M. C.
;
Ferraro, M. B.
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 605-612
Persistent link: https://www.econbiz.de/10001794267
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