Search Results - subject:"periodically collapsing bubble"

Episodes of exuberance in housing markets : in search of the smoking gun

Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - 2014

Persistent link: https://www.econbiz.de/10012171436

Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 52 (2017), pp. 188-209

Persistent link: https://www.econbiz.de/10011791338

Are there periodically collapsing bubbles in the stock markets? : new international evidence

Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451

Persistent link: https://www.econbiz.de/10011642804

Fundamentals and rational bubbles in the Korean housing market : a modified present-value approach

Kim, Jan R.; Lim, Gieyoung - In: Economic modelling 59 (2016), pp. 174-181

Persistent link: https://www.econbiz.de/10011647794

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?

Phillips, Peter C.B.; Wu, Yangru; Yu, Jun - Cowles Foundation for Research in Economics, Yale University - 2009

A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid confidence intervals for explosive growth rates. The method involves the recursive implementation of a...

Persistent link: https://www.econbiz.de/10004998321

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?

PHILIPS, Peter C.B.; WU, Yangru; YU, Jun - School of Economics, Singapore Management University - 2009

A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid con?dence intervals for explosive growth rates. The method involves the recursive im- plementation of a...

Persistent link: https://www.econbiz.de/10008487536

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?

Phillips, Peter C.B.; Wu, Yangru; Yu, Jun - School of Economics, Singapore Management University - 2009

A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid con¡¥dence intervals for explosive growth rates. The method involves the recursive im- plementation of a...

Persistent link: https://www.econbiz.de/10010561677

Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?

Philips, Peter C.B.; Wu, Yangru; Yu, Jun - East Asian Bureau of Economic Research (EABER) - 2009

A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid conOdence intervals for explosive growth rates. The method involves the recursive im- plementation of a...

Persistent link: https://www.econbiz.de/10009363816

Are there periodically collapsing bubbles in the REIT markets? New evidence from the US

Xie, Zixiong; Chen, Shyh-Wei - In: Research in International Business and Finance 33 (2015) C, pp. 17-31

This study tests for the presence of Evans’ (1991) periodically collapsing bubbles in four real estate investment trust (REIT) classifications in the US by employing the momentum threshold autoregressive (MTAR) model and the MTAR model with smooth transition in trend (i.e., the LNV-MTAR...

Persistent link: https://www.econbiz.de/10011116366

Are there periodically collapsing bubbles in the REIT markets? : new evidence from the US

Xie, Zixiong; Chen, Shyh-Wei - In: Research in international business and finance 33 (2015), pp. 17-31

Persistent link: https://www.econbiz.de/10011325894