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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna; Beissinger, Thomas - In: Applied economics letters 23 (2016) 16/18, pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
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On IVX-based structural break tests in univariate predictive regressions
Fei, Yijie - In: Applied economics letters 31 (2024) 16, pp. 1535-1545
Persistent link: https://www.econbiz.de/10015075480
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Unemployment rate cycles in Europe
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Applied economics letters 24 (2017) 1/3, pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt; Wilfling, Bernd - In: Applied economics letters 25 (2018) 15, pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
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A simple IID test for autoregressive conditional duration models
Yang, Wei; Chen, Fei - In: Applied economics letters 23 (2016) 13/15, pp. 1026-1028
Persistent link: https://www.econbiz.de/10011629494
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Are central bankers inflation nutters? : an MCMC estimator of the long-memory üarameter in a state space model
Andersson, Fredrik N. G.; Li, Yushu - In: Computational economics 55 (2020) 2, pp. 529-549
Persistent link: https://www.econbiz.de/10012223649