Search Results - subject:"Multiple Bubbles"

Testing four types of bubbles in BRICS exchange rates

Maldonado, Wilfredo Leiva; Ribeiro, Jussara; Tourinho, … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 4, pp. 1103-1123

Persistent link: https://www.econbiz.de/10012483307

Date-stamping multiple bubble regimes

Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: Journal of empirical finance 58 (2020), pp. 226-246

Persistent link: https://www.econbiz.de/10012430678

Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach

Li, Yan; Chevallier, Julien; Wei, Yigang; Li, Jing - In: Energy economics 87 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012512369

Identification of multiple stock bubbles in an emerging market : application of GSADF approach

Liaqat, Ayesha; Nazir, Mian Sajid; Ahmad, Iftikhar - In: Economic change and restructuring : empirical and … 52 (2019) 3, pp. 301-326

Persistent link: https://www.econbiz.de/10012258952

Are there bubbles in the shipping freight market?

Su, Chi-Wei; Wang, Kai-Hua; Shao, Qi; Tao, Ran - In: Maritime policy & management 46 (2019) 7, pp. 818-830

Persistent link: https://www.econbiz.de/10012210172

Testing for Multiple Bubbles in the BRICS Stock Markets

Chang, Tsangyao; Aye, Goodness C.; Gupta, Rangan - Institut de Préparation à l'Administration et à la … - 2014

multiple bubbles in the BRICS (Brazil, Russia, India, China and South Africa) stock markets, using monthly data on stock price …-dividend ratio. Our empirical results, the first of its kind for these economies, indicate that there did exist multiple bubbles in …

Persistent link: https://www.econbiz.de/10010891074

Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500

Phillips, Peter C.B.; Shi, Shu-Ping; Yu, Jun - Cowles Foundation for Research in Economics, Yale University - 2013

origination and termination of multiple bubbles. Simulations show that the test significantly improves discriminatory power and … leads to distinct power gains when multiple bubbles occur. An empirical application of the methodology is conducted on S …

Persistent link: https://www.econbiz.de/10010817219

Testing for Multiple Bubbles: Limit Theory of Real Time Detectors

Phillips, Peter C.B.; Shi, Shu-Ping; Yu, Jun - Cowles Foundation for Research in Economics, Yale University - 2013

even in the presence of multiple bubbles. The other algorithms are consistent detectors for bubbles early in the sample and …

Persistent link: https://www.econbiz.de/10010817220

Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500

Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - School of Economics, Singapore Management University - 2013

Persistent link: https://www.econbiz.de/10010690405

Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors

Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - School of Economics, Singapore Management University - 2013

even in the presence of multiple bubbles. The other algorithms are consistent detectors for bubbles early in the sample and …

Persistent link: https://www.econbiz.de/10010690407