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~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
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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
Saved in:
2
Modeling speculative
bubbles
with diverse investor expectations
Phillips, Peter C. B.
- In:
Research in economics : an international review of economics
70
(
2016
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Testing for multiple
bubbles
: limit
theory
or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
7
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
Saved in:
8
Real time monitoring of asset markets :
bubbles
and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
Saved in:
9
Financial bubble implosion and reverse regression
Phillips, Peter C. B.
;
Shi, Shu-Ping
- In:
Econometric theory
34
(
2018
)
4
,
pp. 705-753
Persistent link: https://www.econbiz.de/10011951424
Saved in:
10
Testing for multiple
bubbles
: limit
theory
of real time detectors
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010190205
Saved in:
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