This paper explores whether domestic and exogenous factors play a role in explaining how long stock bubbles survives … across countries. We use a panel of countries to model the probability of stock bubbles persisting using survival analysis … bubbles in stock markets across countries. The underlying exogenous factors arising from the commodity market exerts a much …

recognised initially in bull market or from the M&A without founder-chairman or founder-CEO contains more bubbles and tends to be … lower quality. The more the bubbles, the larger the optimism or the errors of analysts’ forecasts. In order to exclude the …

We investigate the role of bubbles on financial contagion using a set of developed economies. First, using the …-series dynamic conditional correlations and bubbles to estimate various dynamic panel specifications that consider the endogenous … nature of bubbles. We find statistically significant decreases in the dynamic correlations during periods of bubbles, which …