On the performance of West’s bubble test: A simulation approach-Reference-Cited by-同舟云学术

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On the performance of West’s bubble test: A simulation approach

Published:2010-12 Issue:7 Volume:217 Page:3236-3247
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Yuksel Aydin,Akdeniz Levent,Altay-Salih Aslihan

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference37 articles.

1. A specification test for speculative bubbles;West;Quart. J. Econ.,1987

2. Asset prices in a production economy;Brock,1982

3. Do stock prices move too much to be justified by subsequent changes in dividends?;Shiller;Am. Econ. Rev.,1981

4. Asset bubbles and overlapping generations;Tirole;Econometrica,1985

5. Bubbles, rational expectations, and financial markets;Blanchard,1982

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1. Cross-Border Spillover Modeling, Concepts of “Geopolitical Risk” and “Transition Economies”, and the 2010–2020 Financial Stability Recommendations by the IMF, G20/G30 and the EU;Geopolitical Risk, Sustainability and “Cross-Border Spillovers” in Emerging Markets, Volume I;2021

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