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Search: subject:"GSADF test"
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Bubbles
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GSADF test
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Lin, Yu-Hui
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1
Bursting the bitcoin bubble : do market prices reflect fundamental bitcoin value?
Podhorsky, Andrea
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543506
Saved in:
2
Revisit stock price bubbles in the COVID-19 period : further evidence from Taiwan's and Mainland China's tourism industries
Wang, Mei-Chih
;
Chang, Tsangyao
;
Min, Jennifer
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
4
,
pp. 951-960
Persistent link: https://www.econbiz.de/10013267975
Saved in:
3
The effects of sentiment on extreme movements in exchange rates
Hwang, Soosung
;
Lee, Eunji
- In:
International economic journal
36
(
2022
)
3
,
pp. 445-460
Persistent link: https://www.econbiz.de/10013418922
Saved in:
4
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
5
Identifying price bubbles in the US, European and Asian natural gas market : evidence from a
GSADF
test
approach
Li, Yan
;
Chevallier, Julien
;
Wei, Yigang
;
Li, Jing
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
Saved in:
6
Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios
;
Martínez-García, Enrique
; …
- In:
Economic modelling
80
(
2019
),
pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
Saved in:
7
Is the Canadian housing market "really" exuberant? : evidence from Vancouver, Toronto and Montreal
Rherrad, Imad
;
Mokengoy, Mardochée
;
Fotue, Landry Kuate
- In:
Applied economics letters
26
(
2019
)
19
,
pp. 1597-1602
Persistent link: https://www.econbiz.de/10012204855
Saved in:
8
Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar
;
Katzke, Nico
;
Gupta, Rangan
- In:
Energy economics
70
(
2018
),
pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
Saved in:
9
Testing for bubbles in stock markets with irregular dividend distribution
Caspi, Itamar
;
Graham, Meital
- In:
Finance research letters
26
(
2018
),
pp. 89-94
Persistent link: https://www.econbiz.de/10012005570
Saved in:
10
Diagnosing housing bubbles across rich countries
Faroque, Akhter
;
Koren, Stanley A.
- In:
International journal of economics and finance
10
(
2018
)
4
,
pp. 179-190
Persistent link: https://www.econbiz.de/10011860927
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