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Bubble in the Indian real estate markets : identifivation using regime-switching methodology

Vishwakarma, Vijay Kumar; Paskelian, Ohannes G. - In: The international journal of business and finance … 6 (2012) 3, pp. 27-40

Persistent link: https://www.econbiz.de/10009621175

Rational speculative bubbles and commodities markets : application of duration dependence test?

Emekter, Riza; Jirasakuldech, Benjamas; Went, Peter - In: Applied financial economics 22 (2012) 7/9, pp. 581-596

Persistent link: https://www.econbiz.de/10009624351

Rational Speculative Bubbles and Commodities Markets : Application of Duration Dependence Test

Went, Peter - 2011

The presence of rational speculative bubbles in 28 commodities is investigated using the duration dependence test on …

Persistent link: https://www.econbiz.de/10013121177

Testing for speculative bubbles using spot and forward prices

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: International economic review 58 (2017) 4, pp. 1191-1226

Persistent link: https://www.econbiz.de/10011860373

A specification test for speculative bubbles

West, Kenneth D. - 1986

Persistent link: https://www.econbiz.de/10000709324

A Specification Test for Speculative Bubbles

West, Kenneth D. - 2010

estimated in two ways. One may test for speculative bubbles, or fads, by testing whether the two estimates are the same. When … the test is applied to some annual U.S. stock market data, the data usually reject the null hypothesis of no bubbles. The …

Persistent link: https://www.econbiz.de/10012763029