particular, we focus on the 2000 DotCom Bubble, the 2008 Housing Crisis, and the 2015 Chinese Bubble. We employ three main … the DotCom bubble there was very limited spillover between the S&P 500, the Shanghai, and the Shenzhen Composite Indexes … Chinese Bubble. Together, these results highlight the fact that as financial markets have become more globalized, there are …

This paper provides new empirical evidence on housing bubble timing, volatility spillover, and bubble contagion between … the multivariate time-varying DCC-GARCH model. Third, we assess bubble contagion by estimating a non-parametric model of … bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan …

bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …