variation, raising the question of a bubble. I carry out two different bubbles tests, the results of both of which are … consistent with the presence of an allowance price bubble. I then address whether market manipulation by dominant power …

the model to the post-war US economy and the numerical solution show that the model is able to depict plausible bubble …

This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal …-Fuller (SADF) test for bubble detection suggests non-existence of a bubble in the NSE between 2010 and 2017. Though there is an … line. However, it is not a bubble but a short deviation from trend. The study also estimates a time-varying long memory …

monthly excess return in winter and spring, while the pre-dotcom-bubble period had a better performance than the post-dotcom-bubble … period. In the global post-dotcom-bubble period, there is statistical evidence for 1.60% and 1% lower average monthly returns … literature. The dotcom bubble seems to be responsible for the January effect differing from what might otherwise have been …

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 …

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 …

to the variations of pressures and temperatures along the pipeline. The bubble lift-off diameter is an essential … flow. This paper proposed a novel bubble lift-off diameter model based on the force-balance principle of bubbles, which …, gas-phase density, bubble volume, bubble flow velocity, and bubble growth time on the bubble's lift-off diameters at …

This paper delves into the recent events that led to the formation of the housing bubble in Spain and the resulting … light on the performance of the Spanish labor market and the Spanish housing bubble. Our results suggest that the …