SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Speculative Behavior, Regime-Switching, and Stock Market Crashes · Study

ChapterShelves

ChapterSpeculative Behavior, Regime-Switching, and Stock Market Crashes

Simon van Norden1999

Chapter1999

Speculative Behavior, Regime-Switching, and Stock Market Crashes

Simon van Norden · Huntley Schaller

67 citations·0/0 files stored·Dynamic modeling and econometrics in economics and finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Economic theories and models Complex Systems and Time Series Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 67 citations exist upstream.

References

2019American Economic Review 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1991Efficient Capital Markets: II 1997Credit Cycles 1978Asset Prices in an Exchange Economy 1988Dividend yields and expected stock returns 1988Permanent and Temporary Components of Stock Prices 1979Manias, Panics, and Crashes: A History of Financial Crises

Cited by

2008Complex Evolutionary Systems in Behavioral Finance 2015Date Stamping Bubbles in Real Estate Investment Trusts 2008Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective 2011The exchange rate and macroeconomic determinants: Time-varying transitional dynamics 2005Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index*2006Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2002Fads or bubbles?chapter · 30 shared references 1997Regime switching in stock market returnsarticle · 14 shared references 1989BUBBLES AND FADS IN ASSET PRICESarticle · 13 shared references 1996Regime switching as a test for exchange rate bubblesarticle · 13 shared references 1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?article · 13 shared references 2016Periodically collapsing bubbles in the South African stock marketarticle · 12 shared references

Details

Year1999

Typechapter

Published1999-01-01

VenueDynamic modeling and econometrics in economics and finance

ISSN-L1566-0419

Languageen

Citations67

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1007/978-1-4615-5129-4_15

openalex_workW1558620596

Links

Imported from OpenAlex (CC0) — nothing here is generated.