important question of how oil market uncertainty affects stock market bubbles remains unanswered. In this paper, we first use … negative bubbles in the short-, medium- and long-term stock markets of the G7 countries. While detecting major crashes and … dynamic heterogeneous coefficients panel databased regressions to analyze the predictive impact of a model-free robust metric …

bubble is estimated relative to the fundamental level implied by the panel cointegrating relationship. Second, the impact of …