TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500-Reference-Cited by-同舟云学术

TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

Published:2015-10-28 Issue:4 Volume:56 Page:1043-1078
ISSN:0020-6598
Container-title:International Economic Review
language:en
Short-container-title:International Economic Review

Author:

Phillips Peter C. B.¹,Shi Shuping¹,Yu Jun¹

Affiliation:

1. Yale University; U.S.A., University of Auckland, New Zealand, University of Southampton, U.K., and Singapore Management University, Singapore; Macquarie University and CAMA, Australia; Singapore Management University; Singapore

Publisher

Wiley

Subject

Economics and Econometrics

Reference44 articles.

1. Bubbles and Crashes;Abreu;Econometrica,2003

2. Stock Return Predictability: Is It There;Ang;Review of Financial Studies,2007

3. Multidimensional Uncertainty and Herd Behavior in Financial Markets;Avery;American Economic Review,1998

4. Consistent Autoregressive Spectral Estimates;Berk;Annals of Statistics,1974

Cited by 760 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Climate policy uncertainty, media coverage of climate change, and energy markets: New evidence from time-varying causality analysis;Energy and Climate Change;2024-12

2. Generalized visible curvature: An indicator for bubble identification and price trend prediction in cryptocurrencies;Decision Support Systems;2024-10

3. Price exuberance episodes in private real estate;Journal of Financial Stability;2024-10

4. Speculation, climate or pandemic: Who drives the Chinese herbal medicine bubbles?;China Economic Review;2024-10

5. Modelling common bubbles in cryptocurrency prices;Economic Modelling;2024-10