Showing 1 - 10 of 143
this context, it is shown that the notion of bubble" does not matter for policy purposes, and that the current regulatory …
Persistent link: https://www.econbiz.de/10010276902
bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …
Persistent link: https://www.econbiz.de/10014558389
variation, raising the question of a bubble. I carry out two different bubbles tests, the results of both of which are … consistent with the presence of an allowance price bubble. I then address whether market manipulation by dominant power …
Persistent link: https://www.econbiz.de/10009450863
the model to the post-war US economy and the numerical solution show that the model is able to depict plausible bubble …
Persistent link: https://www.econbiz.de/10011427758
This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal …-Fuller (SADF) test for bubble detection suggests non-existence of a bubble in the NSE between 2010 and 2017. Though there is an … line. However, it is not a bubble but a short deviation from trend. The study also estimates a time-varying long memory …
Persistent link: https://www.econbiz.de/10012229201
to the variations of pressures and temperatures along the pipeline. The bubble lift-off diameter is an essential … flow. This paper proposed a novel bubble lift-off diameter model based on the force-balance principle of bubbles, which …, gas-phase density, bubble volume, bubble flow velocity, and bubble growth time on the bubble's lift-off diameters at …
Persistent link: https://www.econbiz.de/10012652412
particular the occurrence of bubble-crash pricing patterns. In each session, six subjects trade in three successive market rounds …
Persistent link: https://www.econbiz.de/10010320151
The 2017 bubble on the cryptocurrency market recalls our memory in the dot-com bubble, during which hard …, conditional on bubble regimes, on cryptocurrencies aggregate return prediction. Constructing a crypto-specific lexicon and using a … local-momentum autoregression model, we find that the sentiment effect is prolonged and sustained during the bubble while it …
Persistent link: https://www.econbiz.de/10012433230
Persistent link: https://www.econbiz.de/10009532430
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