Published in International Economic Review, https://doi.org/10.1111/iere.12132</p
The Mississippi Bubble and the South Sea Bubble are the two most famous and earliest episodes in the...
The paper will investigate the possibility of the formation of a speculative bubble in the U.S. stoc...
A new recursive regression methodology is introduced to analyze the bubble characteristics of variou...
Published in International Economic Review, https://doi.org/10.1111/iere.12132</p
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures i...
Identifying and dating explosive bbles when there is periodically collapsing behavior over time has ...
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures ...
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures ...
Singapore MOE Academic Research Tier 2Published in International Economic Review, https://doi.org/10...
History is replete with incidents of financial crisis, which ex-post become a wakeup call for policy...
Identifying explosive bubbles that are characterized by periodically collapsing behavior over time h...
This paper provides the limit theory of real time dating algorithms for bubble detection that were s...
Exuberant behaviors (bubbles) in economic and financial activities have long been a concern in the l...
Detecting the presence of bubbles in asset prices has become a major interest for policy makers and ...
In the presence of bubbles, asset prices consist of a fundamental and a bubble component, with the b...
The Mississippi Bubble and the South Sea Bubble are the two most famous and earliest episodes in the...
The paper will investigate the possibility of the formation of a speculative bubble in the U.S. stoc...
A new recursive regression methodology is introduced to analyze the bubble characteristics of variou...
Published in International Economic Review, https://doi.org/10.1111/iere.12132</p
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures i...
Identifying and dating explosive bbles when there is periodically collapsing behavior over time has ...
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures ...
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures ...
Singapore MOE Academic Research Tier 2Published in International Economic Review, https://doi.org/10...
History is replete with incidents of financial crisis, which ex-post become a wakeup call for policy...
Identifying explosive bubbles that are characterized by periodically collapsing behavior over time h...
This paper provides the limit theory of real time dating algorithms for bubble detection that were s...
Exuberant behaviors (bubbles) in economic and financial activities have long been a concern in the l...
Detecting the presence of bubbles in asset prices has become a major interest for policy makers and ...
In the presence of bubbles, asset prices consist of a fundamental and a bubble component, with the b...
The Mississippi Bubble and the South Sea Bubble are the two most famous and earliest episodes in the...
The paper will investigate the possibility of the formation of a speculative bubble in the U.S. stoc...
A new recursive regression methodology is introduced to analyze the bubble characteristics of variou...
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