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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

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 … bubbles. The results of the linear unit root test show evidence of rational bubbles, but the results of the MTAR test are … mixed in the US REIT markets. The results of the LNV-MTAR test show that periodically collapsing bubbles do not hold in the …

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

Examining the stochastic behavior of REIT returns : evidence from the regime switching approach

Chen, Shyh-Wei; Shen, Chung-hua - In: Economic modelling 29 (2012) 2, pp. 291-298

Persistent link: https://www.econbiz.de/10009536014

Facing up to the polysemy of purchasing power parity : new international evidence

Xie, Zixiong; Chen, Shyh-Wei; Hsieh, Chun-Kuei - In: Economic modelling 98 (2021), pp. 247-265

Persistent link: https://www.econbiz.de/10012793895

Threshold, smooth transition and mean reversion in inflation : new evidence from European countries

Chen, Shyh-Wei; Hsu, Chi-Sheng - In: Economic modelling 53 (2016), pp. 23-36

Persistent link: https://www.econbiz.de/10011640941