Similar Search Results

Dating the timeline of financial bubbles during the subprime crisis

Phillips, Peter C. B.; Yu, Jun - 2010

Persistent link: https://www.econbiz.de/10008656743

Dating the timeline of financial bubbles during the subprime crisis

Phillips, Peter C. B.; Yu, Jun - In: Quantitative economics : QE ; journal of the … 2 (2011) 3, pp. 455-491

Persistent link: https://www.econbiz.de/10009412953

Asset pricing with financial bubble risk

Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622

Persistent link: https://www.econbiz.de/10011663380

Random coefficient continuous systems : testing for extreme sample path behavior

Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 209 (2019) 2, pp. 208-237

Persistent link: https://www.econbiz.de/10012302568

Dating the timeline of financial bubbles during the subprime crisis

Phillips, Peter C. B.; Yu, Jun - In: Quantitative economics : QE ; journal of the … 2 (2011) 3, pp. 455-491

A new recursive regression methodology is introduced to analyze the bubble characteristics of various financial time series during the subprime crisis. The methods modify a technique proposed in Phillips, Wu, and Yu (2011) and provide a technology for identifying bubble behavior with consistent...

Persistent link: https://www.econbiz.de/10011756399

Dating the Timeline of Financial Bubbles During the Subprime Crisis

Phillips, Peter C. B. - 2013

A new recursive regression methodology is introduced to analyze the bubble characteristics of various financial time series during the subprime crisis. The methods modify a technique proposed in Phillips, Wu and Yu (2010) and provide a technology for identifying bubble behavior and consistent...

Persistent link: https://www.econbiz.de/10013094322

Specification sensitivities in right-tailed unit root testing for financial bubbles

Shi, Shu-ping; Phillips, Peter C. B.; Yu, Jun - 2011

Persistent link: https://www.econbiz.de/10009259877

Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500

Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1043-1078

Persistent link: https://www.econbiz.de/10011485252

Explosive behavior in the 1990s Nasdaq : when did exuberance escalate asset values?

Phillips, Peter C. B.; Wu, Yangru; Yu, Jun - 2009

Persistent link: https://www.econbiz.de/10003842051

A panel clustering approach to analyzing bubble behavior

Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - In: International economic review 64 (2023) 4, pp. 1347-1395

Persistent link: https://www.econbiz.de/10014436838