Jahan-Parvar, Mohammad; Waters, George - Volkswirtschaftliche Fakultät, … - 2009
We empirically investigate the existence of periodically collapsing bubbles in seven Middle East and North African (MENA) financial markets for the period ending in May 2009. We use the Taylor and Peel (1998) residual augmented least square Dickey and Fuller test (RALS DF) to detect the bubbles....
