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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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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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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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Price explosiveness in nonferrous metal futures markets
Ma, Richie Ruchuan; Xiong, Tao - In: Economic modelling 94 (2021), pp. 75-90
Persistent link: https://www.econbiz.de/10012694717
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Identifying bubbles and the contagion effect between oil and stock markets : new evidence from China
Zhao, Zhao; Wen, Huwei; Li, Ke - In: Economic modelling 94 (2021), pp. 780-788
Persistent link: https://www.econbiz.de/10012695347
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Global Shocks : An Investment Guide for Turbulent Markets
Sargen, Nicholas P. - 2016
is presented that helps explain why this is the case for traditional currency crises, but less so for asset bubbles. The …1. Overview: A Framework for Investing During Currency Crises and Asset Bubbles -- 2. Bretton Woods’ Collapse Alters …
Persistent link: https://www.econbiz.de/10012397123
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Equity Valuation and Negative Earnings : The Case of the dot.com Bubble
Matias Gama, Ana Paula - 2017
Building upon Feltham and Ohlson models, this book examines positive loss-earnings within the context of the dot.com bubble during the boom years of the late 1990s bull market. The strong demand for equity financing captured the imagination of investors from Europe and U.S. like never before....
Persistent link: https://www.econbiz.de/10012397332
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Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities
Karimov, Azar - 2017
This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a … behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage … Model -- Illiquidity Premium and Connection with Financial Bubbles -- Conclusion and Future Outlook. …
Persistent link: https://www.econbiz.de/10012397431
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Bubbles and Contagion in Financial Markets, Volume 1 : An Integrative View
Porras, Eva R. - 2016
Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt …
Persistent link: https://www.econbiz.de/10012397881