Search Results - subject:"Multiple bubbles"

The time-varying causal relationship between the Bitcoin market and internet attention

Zhang, Xun; Lu, Fengbin; Tao, Rui; Wang, Shouyang - In: Financial innovation : FIN 7 (2021), pp. 1-19

The increasing attention on Bitcoin since 2013 prompts the issue of possible evidence for a causal relationship between the Bitcoin market and internet attention. Taking the Google search volume index as the measure of internet attention, time-varying Granger causality between the global Bitcoin...

Persistent link: https://www.econbiz.de/10012617412

Are there multiple bubbles in the stock markets? : further evidence from selected countries

Zeren, Feyyaz; Yilanci, Veli - In: Mokslo darbai / Vilniaus Universitetas 98 (2019) 1, pp. 81-95

In this study, the existence of multiple bubbles in 15 selected countries is researched by means of the GSADF unit root … existence of multiple bubbles was detected for all the countries examined. The results demonstrate that bubbles in stock markets …

Persistent link: https://www.econbiz.de/10012264650

Early warning system of government debt crises

Dreger, Christian; Kholodilin, Konstantin A. - 2018

The European debt crisis has revealed serious deficiencies and risks on a proper functioning of the monetary union. Against this backdrop, early warning systems are of crucial importance. In this study that focuses on euro area member states, the robustness of early warning systems to predict...

Persistent link: https://www.econbiz.de/10011813844

Early warning system of government debt crises

Dreger, Christian; Kholodilin, Konstantin - 2018

Persistent link: https://www.econbiz.de/10011803028

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

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/10010696251