Identification of multiple stock bubbles in an emerging market: application of GSADF approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s10644-018-9230-0.pdf
Reference52 articles.
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3. Asako K, Liu Z (2013) A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China. J Bank Finance 37(7):2639–2651
4. Bahmani-Oskooee M, Iqbal J, Khan SU (2017) Impact of exchange rate volatility on the commodity trade between Pakistan and the US. Econ Change Restruct 50(2):161–187
5. Balcilar M, Gupta R, Jooste C, Wohar ME (2016) Periodically collapsing bubbles in the South African stock market. Res Int Bus Finance 38:191–201
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