Narrow search
Showing 1 - 10 of 746
Cover Image
Testing predictability of stock returns under possible bubbles
Yang, Bingduo; Long, Wei; Yang, Zihui - In: Journal of empirical finance 68 (2022), pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
Cover Image
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Cover Image
Asset pricing with financial bubble risk
Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
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
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
Date-stamping multiple bubble regimes
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: Journal of empirical finance 58 (2020), pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Cover Image
Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Goeij, Peter de; Marquering, Wessel A. - In: Journal of empirical finance 16 (2009) 2, pp. 318-329
Persistent link: https://www.econbiz.de/10003839335
Cover Image
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Cover Image
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Cover Image
Speculative bubbles with stochastic explosive roots : the failure of unit root testing
Charemza, Wojciech - In: Journal of empirical finance 2 (1995) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001183229