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Testing for output convergence : a re-examination

Cheung, Yin-Wong; Pascual, Antonio I. Garcia - 2000

This paper investigates output convergence for the G7 countries using multivariate time series techniques. We consider both the null hypotheses of no convergence and convergence. It is shown that inferences on output convergence depend on which one of the two null hypotheses is considered....

Persistent link: https://www.econbiz.de/10009781596

Testing the efficient market hypothesis on the Nairobi Securities Exchange

Njuguna, Josephine - In: Investment management and financial innovations 13 (2016) 3, pp. 75-83

Persistent link: https://www.econbiz.de/10011666583

Risk Measurement in Cryptocurrency Markets and the Impact of Asset Price Bubbles

Jacobs, Michael - 2023

This study presents an analysis of the impact of asset price bubbles on the markets for cryptocurrencies and consider … the standard risk management measure Value-at-Risk (“VaR”). We apply the theory of local martingales, present a styled … model of asset price bubbles in continuous time and perform a simulation experiment featuring one- and two …

Persistent link: https://www.econbiz.de/10014254944

Technical analysis in cryptocurrency markets : do transaction costs and bubbles matter?

Svogun, Daniel; Bazán-Palomino, Walter - In: Journal of international financial markets, … 79 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013358720

Bubbles and crashes in cryptocurrencies : interdependence, contagion, or asset rotation?

Chowdhury, Md Shahedur R.; Damianov, Damian S.; … - In: Finance research letters 46 (2022) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013342758

Testing for speculative bubbles in stock prices

Demirgüç-Kunt, Asli; Dezhbakhsh, Hashem - 1988

Persistent link: https://www.econbiz.de/10000125170

A specification test for speculative bubbles

West, Kenneth D. - In: The quarterly journal of economics 102 (1987) 3, pp. 553-580

Persistent link: https://www.econbiz.de/10001048903

On the presence of speculative bubbles in stock prices

Dezhbakhsh, Hashem - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10001082510

Temporary stock market bubbles : further evidence from Germany

Humpe, Andreas; Zakrewski, Mario - In: Investment management and financial innovations 12 (2015) 2, pp. 33-40

Persistent link: https://www.econbiz.de/10011500140

Do speculative bubbles migrate in the Chinese stock market?

He, Qing; Qian, Zongxin; Fei, Zhe; Chong, Terence Tai-Leung - In: Empirical economics : a journal of the Institute for … 56 (2019) 2, pp. 735-754

Persistent link: https://www.econbiz.de/10012041660