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Cointegration and its application in finance

Arshanapalli, Bala Gangadhar; Nelson, William - 2008

Persistent link: https://www.econbiz.de/10003765835

A cointegration test to verify the housing bubble

Arshanapalli, Bala Gangadhar; Nelson, William - In: The international journal of business and finance … 2 (2008) 2, pp. 35-43

Persistent link: https://www.econbiz.de/10003951986

A Cointegration Test to Verify the Housing Bubble

Arshanapalli, Bala - 2015

Housing prices in the US rose rapidly from 2000-2007Q3. Based on this evidence, the financial and general press concluded the US experienced a housing bubble. The efficient market theory denies the possibility of a bubble. This paper applies the statistical technique of cointegration to...

Persistent link: https://www.econbiz.de/10013039155

Integration of Euro-money markets

Arshanapalli, Bala Gangadhar - In: Journal of multinational financial management 2 (1993) 3, pp. 107-126

Persistent link: https://www.econbiz.de/10001150041

Testing for stock price bubbles : a review of econometrics tools

Arshanaplli, Bala; Nelson, William - In: The international journal of business and finance … 10 (2016) 4, pp. 29-42

Persistent link: https://www.econbiz.de/10011621276