Narrow search
Showing 1 - 10 of 2,783
Cover Image
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
Cover Image
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
Cover Image
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Cover Image
Crypto-currency bubbles : an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices
Cheung, Adrian Wai Kong; Roca, Eduardo; Su, Jen-je - In: Applied economics 47 (2015) 22/24, pp. 2348-2358
Persistent link: https://www.econbiz.de/10010516627
Cover Image
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale; Gil-Alaña, Luis A. - In: Applied economics 51 (2019) 50, pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Cover Image
Testing for bubbles : an application of tests for change in persistence
Sollis, Robert - In: Applied financial economics 16 (2006) 6, pp. 491-498
Persistent link: https://www.econbiz.de/10003335024
Cover Image
Are there bubbles in Chinese RMB-dollar exchange rate? : evidence from generalized sup ADF tests
Jiang, Chun; Wang, Yi; Chang, Tsangyao; Su, Chi-Wei - In: Applied economics 47 (2015) 55/57, pp. 6120-6135
Persistent link: https://www.econbiz.de/10011381037
Cover Image
Rational speculative bubbles and commodities markets : application of duration dependence test?
Emekter, Riza; Jirasakuldech, Benjamas; Went, Peter - In: Applied financial economics 22 (2012) 7/9, pp. 581-596
Persistent link: https://www.econbiz.de/10009624351
Cover Image
REIT markets and rational speculative bubbles : an empirical investigation
Waters, George; Payne, James E. - In: Applied financial economics 17 (2007) 7/9, pp. 747-753
Persistent link: https://www.econbiz.de/10003491228
Cover Image
Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621