Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence

Author:

Chen Shyh-Wei,Xie Zixiong

Funder

Ministry of Science and Technology

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference103 articles.

1. Speculative bubbles in agricultural prices;Adämmer;The Quarterly Review of Economics and Finance,2015

2. Periodically collapsing bubbles in the South African stock market;Balcilar;Research in International Business and Finance,2016

3. Do bubbles have an explosive signature in markov switching models?;Balcombe;Economic Modelling,2017

4. Low frequency movements in stock prices: A state-space decomposition;Balke;Review of Economics and Statistics,2002

5. Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests;Bettendorf;Economics Letters,2013

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