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 test developed by Phillips, Shi, and Yu (2015). The data set consists of a weighted average of the monthly price/earnings ratios with the different start dates for countries...
