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Testing for stock market bubbles using nonlinear models and fractional integration

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321

Persistent link: https://www.econbiz.de/10003605836

REIT markets and rational speculative bubbles : an empirical investigation

Waters, George; Payne, James E. - In: Applied financial economics 17 (2007) 7/9, pp. 747-753

Persistent link: https://www.econbiz.de/10003491228

A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment

Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487

Persistent link: https://www.econbiz.de/10003605859

Short- and long-term links among European and US stock markets

Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001363833

Speculative bubbles or market fundamentals? : an investigation of US regional housing markets

Shi, Shuping - In: Economic modelling 66 (2017), pp. 101-111

Persistent link: https://www.econbiz.de/10011813669

Regime changes in sub-prime margins under the US housing bubble

Sarmiento, Camilo - In: Applied financial economics 19 (2009) 1/3, pp. 175-182

Risk-based pricing is an alignment of loan risk pricing with expected loan risk - charging a higher interest rate for higher risk (Yezer, 2002). This article shows systematic relaxation of risk pricing for sub-prime loans during the US housing bubble, a period that extended from 2001 to 2006....

Persistent link: https://www.econbiz.de/10003825857