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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~language:"est"
~person:"Caporale, Guglielmo Maria"
~person:"Färe, Rolf"
~person:"Mukherjee, Arijit"
~person:"Phillips, Peter C. B."
~person:"Shahbaz, Muhammad"
~person:"Tsionas, Efthymios G."
~subject:"Börsenkurs"
~subject:"Market entry"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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Börsenkurs
Market entry
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United States
Theorie
2
Bubbles
1
Causality analysis
1
Factor analysis
1
Faktorenanalyse
1
Geldmenge
1
Immobilienmarkt
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Immobilienpreis
1
Kausalanalyse
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Money supply
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Statistical test
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common bubbles
1
date stamping
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factor analysis
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mildly explosive process
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money-income causality
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real estate markets
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time-varying Granger causality
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Caporale, Guglielmo Maria
Färe, Rolf
Mukherjee, Arijit
Phillips, Peter C. B.
Shahbaz, Muhammad
Tsionas, Efthymios G.
Antoine, Bertille
6
Proulx, Kevin
6
Renault, Eric
6
Gagliardini, Patrick
4
Hasbrouck, Joel
4
Buccheri, Giuseppe
3
Corsi, Fulvio
3
Ledoit, Olivier
3
Bormetti, Giacomo
2
Gouriéroux, Christian
2
Hansen, Lars Peter
2
Hansen, Peter Reinhard
2
Hoga, Yannick
2
Kan, Raymond
2
Ludvigson, Sydney C.
2
Lunde, Asger
2
Maheu, John M.
2
Nolte, Ingmar
2
Robotti, Cesare
2
Ronchetti, Diego
2
Rubin, Mirco
2
Shi, Shuping
2
Taylor, Stephen
2
Wolf, Michael
2
Zhao, Zhao
2
Alitab, Dario
1
Alsabah, Humoud
1
Andersen, Torben
1
Andreou, Elena
1
Archakov, Ilya
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bagnato, Luca
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Bennedsen, Mikkel
1
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Journal of financial econometrics
European journal of operational research : EJOR
27
Economics letters
15
Energy economics
15
Journal of econometrics
14
Global business review
9
International review of economics & finance : IREF
8
Econometric theory
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
International journal of production economics
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Computational economics
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of international money and finance
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Research in international business and finance
4
Tourism management : research, policies, practice
4
Applied economics
3
Asian economic papers
3
Econometric reviews
3
International journal of hospitality management
3
Journal of banking & finance
3
Journal of economics and finance
3
Journal of quantitative economics
3
China economic review : an international journal
2
Economic modelling
2
Empirica : journal of european economics
2
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
2
European economic review : EER
2
Financial markets and portfolio management
2
Journal of applied econometrics
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial stability
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
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ECONIS (ZBW)
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1
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
2
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
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