Showing 1 - 10 of 256
Persistent link: https://www.econbiz.de/10012661141
Persistent link: https://www.econbiz.de/10014565339
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...
Persistent link: https://www.econbiz.de/10011514490
Persistent link: https://www.econbiz.de/10011538531
Persistent link: https://www.econbiz.de/10011547555
Persistent link: https://www.econbiz.de/10011547577
Persistent link: https://www.econbiz.de/10011547636
Persistent link: https://www.econbiz.de/10011547691
Persistent link: https://www.econbiz.de/10011527538
Persistent link: https://www.econbiz.de/10011378505