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A panel clustering approach to analyzing bubble behavior

Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022

Persistent link: https://www.econbiz.de/10012819732

Common bubble detection in large dimensional financial systems

Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020

Persistent link: https://www.econbiz.de/10012320631

Financial bubble implosion

Phillips, Peter C. B.; Shi, Shu-Ping - 2014

Persistent link: https://www.econbiz.de/10010464131

Real time monitoring of asset markets : bubbles and crises

Phillips, Peter C. B.; Shi, Shuping - 2018

Persistent link: https://www.econbiz.de/10011948773

Testing for multiple bubbles

Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2011

Persistent link: https://www.econbiz.de/10009412282

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

A panel clustering approach to analyzing bubble behavior

Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022

Persistent link: https://www.econbiz.de/10013167755

Econometric analysis of asset price bubbles

Shi, Shuping; Phillips, Peter C. B. - 2022

Persistent link: https://www.econbiz.de/10013326551

Common Bubble Detection in Large Dimensional Financial Systems

Chen, Ye Zoe - 2020

Price bubbles in multiple assets are sometimes nearly coincident in occurrence. Such near-coincidence is strongly suggestive of co-movement in the associated asset prices and likely driven by certain factors that are latent in the financial or economic system with common effects across several...

Persistent link: https://www.econbiz.de/10012847393

Real Time Monitoring of Asset Markets : Bubbles and Crises

Phillips, Peter C. B. - 2018

surveillance, risk management, and policy action. This chapter provides an R implementation of the popular real-time monitoring … market conditions and ballooning credit risk in real time is therefore of prime importance in the complex exercises of market …

Persistent link: https://www.econbiz.de/10012906699