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Sup-ADF-style bubble-detection methods under test
Monschang, Verena; Wilfling, Bernd - 2019
and date-stamping financial bubbles. In Monte Carlo simulations, we show that the SADF and GSADF tests may reveal …). Simulating stock-price trajectories that contain these parametric bubbles, we demonstrate that the SADF and GSADF tests can have …
Persistent link: https://www.econbiz.de/10012287533
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The effects of monetary policy on stock market bubbles : some evidence
Galí, Jordi; Gambetti, Luca - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 233-257
Persistent link: https://www.econbiz.de/10010517071
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The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
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A tale of two countries : comparing the US and Chinese housing markets
Lai, Rose Neng; Van Order, Robert - In: The journal of real estate finance and economics 61 (2020) 3, pp. 505-547
Persistent link: https://www.econbiz.de/10012293202
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How does the change in investor sentiment over time affect stock returns?
Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158
Persistent link: https://www.econbiz.de/10010402965
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An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
Das, Prashant K.; Freybote, Julia; Marcato, Gianluca - In: The journal of real estate finance and economics 51 (2015) 2, pp. 160-189
Persistent link: https://www.econbiz.de/10011474980
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Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
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Conférence Jean-Jacques Laffont : the economics of motivated beliefs
Bénabou, Roland - In: Revue d'économie politique 125 (2015) 5, pp. 665-685
Persistent link: https://www.econbiz.de/10011504767
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Phase transition in the S&P stock market
Raddant, Matthias; Wagner, Friedrich - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 229-246
Persistent link: https://www.econbiz.de/10011700964
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Does expansionary monetary policy cause asset price booms? : some historical and empirical evidence
Bordo, Michael D.; Landon-Lane, John S. - In: Macroeconomic and financial stability : challenges for …, (pp. 61-116). 2014
Persistent link: https://www.econbiz.de/10011771487