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A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America
Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics 23 (2013) 13/15, pp. 1057-1065
Persistent link: https://www.econbiz.de/10010204811
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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
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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
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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
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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
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Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers
Su, Yong-chern; Huang, HanChing - In: Applied financial economics 18 (2008) 16/18, pp. 1489-1499
Persistent link: https://www.econbiz.de/10003779567
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Speculative funding and its impact on subprime mortgage product pricing
Mukuddem-Petersen, Janine; Petersen, Mark A.; Bosch, T.; … - In: Applied financial economics 21 (2011) 19/21, pp. 1397-1408
Persistent link: https://www.econbiz.de/10009356144
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What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
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Are there bubbles in the REITs market? : new evidence using regime-switching approach
Paskelian, Ohannes G.; Hassan, M. Kabir; Huff, Kathryn … - In: Applied financial economics 21 (2011) 19/21, pp. 1451-1461
Persistent link: https://www.econbiz.de/10009356095
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Regime changes in sub-prime margins under the US housing bubble
Sarmiento, Camilo - In: Applied financial economics 19 (2009) 1/3, pp. 175-182
Risk-based pricing is an alignment of loan risk pricing with expected loan risk - charging a higher interest rate for higher risk (Yezer, 2002). This article shows systematic relaxation of risk pricing for sub-prime loans during the US housing bubble, a period that extended from 2001 to 2006....
Persistent link: https://www.econbiz.de/10003825857