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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of economic history"
~isPartOf:"Working paper / Centre for Business Research, University of Cambridge"
~subject:"Großbritannien"
~subject:"USA"
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Rational bubbles and fractiona...
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Working paper / Centre for Business Research, University of Cambridge
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1
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
Saved in:
2
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
Saved in:
3
A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Behr, Andreas
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1479-1487
Persistent link: https://www.econbiz.de/10003605859
Saved in:
4
Was there a bubble in the 1929 stock market?
Rappoport, Peter
- In:
The journal of economic history
53
(
1993
)
3
,
pp. 549-574
Persistent link: https://www.econbiz.de/10001152900
Saved in:
5
Innovations, debts, and
bubbles
: international integration of financial markets in Western Europe, 1688 - 1720
Schubert, Eric S.
- In:
The journal of economic history
48
(
1988
)
2
,
pp. 299-306
Persistent link: https://www.econbiz.de/10001053338
Saved in:
6
Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-voon
;
Hamzah, …
- In:
Economic modelling
35
(
2013
),
pp. 634-642
Persistent link: https://www.econbiz.de/10010336732
Saved in:
7
Has the structural break slowed down growth rates of stock markets?
Narayan, Paresh Kumar
;
Narayan, Seema
;
Mishra, Sagarika
- In:
Economic modelling
30
(
2013
),
pp. 395-601
Persistent link: https://www.econbiz.de/10009708828
Saved in:
8
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
9
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
10
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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