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Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.; Yu, Jun - 2010
Persistent link: https://www.econbiz.de/10008656743
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Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping; Phillips, Peter C. B.; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009259877
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Hot property in New Zealand : empirical evidence of housing bubbles in the metropolitan centres
Greenaway-McGrevy, Ryan; Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312322
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Testing for multiple bubbles
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412282
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Dating the timeline of financial bubbles during the subprime crisis
Phillips, Peter C. B.; Yu, Jun - In: Quantitative economics : QE ; journal of the … 2 (2011) 3, pp. 455-491
Persistent link: https://www.econbiz.de/10009412953
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Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1043-1078
Persistent link: https://www.econbiz.de/10011485252
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Hot property in New Zealand : empirical evidence of housing bubbles in the metropolitan centres
Greenaway-McGrevy, Ryan; Phillips, Peter C. B. - In: New Zealand economic papers 50 (2016) 1, pp. 88-113
Persistent link: https://www.econbiz.de/10011508698
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Explosive behavior in the 1990s Nasdaq : when did exuberance escalate asset values?
Phillips, Peter C. B.; Wu, Yangru; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003842051
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Financial bubble implosion
Phillips, Peter C. B.; Shi, Shu-Ping - 2014
Persistent link: https://www.econbiz.de/10010464131