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Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - In: The journal of real estate finance and economics 53 (2016) 4, pp. 419-449
Persistent link: https://www.econbiz.de/10011717531
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Pre-decision side-bet sequences
Kaivanto, Kim; Peel, David - 2017
Persistent link: https://www.econbiz.de/10012170190
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Further evidence on PPP adjustment speeds : the case of effective real exchange rates and the EMS
Paya, Ivan; Venetis, Ioannis A.; Peel, David - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 421-437
Persistent link: https://www.econbiz.de/10001776806
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On the relationship between nominal exchange rates and domestic and foreign prices
Paya, Ivan (contributor); Peel, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003367553
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Informational rent, publicly known firm type, and 'closeness' in relationship finance
Kaivanto, Kim - In: Economics letters 91 (2006) 3, pp. 430-435
Persistent link: https://www.econbiz.de/10003333700
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An alternative model of pro-cyclical absenteeism
Kaivanto, Kim - In: Economics letters 54 (1997) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10001222341
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Foreign Exchange Implied Variance and the Forward Premium Puzzle
Pavlidis, Efthymios; Shackleton, Mark B.; Voukelatos, … - 2012
Persistent link: https://www.econbiz.de/10010354455
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Detecting Periods of Exuberance : A Look at the Role of Aggregation with an Application to House Prices
Pavlidis, Efthymios - 2020
The recently developed SADF and GSADF unit root tests of Phillips et al. (2011) and Phillips et al. (2015) have become popular in the literature for detecting exuberance in asset prices. In this paper, we examine through simulation experiments the effect of cross-sectional aggregation on the...
Persistent link: https://www.econbiz.de/10012853830
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Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios; Martínez-García, Enrique; … - In: Economic modelling 80 (2019), pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
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Detecting Periods of Exuberance : A Look at the Role of Aggregation with an Application to House Prices
Pavlidis, Efthymios - 2017
The recently developed SADF and GSADF unit root tests of Phillips et al. (2011) and Phillips et al. (2015) have become popular in the literature for detecting exuberance in asset prices. In this paper, we examine through simulation experiments the effect of cross-sectional aggregation on the...
Persistent link: https://www.econbiz.de/10012949882