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Date-stamping multiple bubble regimes
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Date-stamping multiple bubble regimes (2020)Date-stamping multiple bubble regimesDetecting Financial Collapse and Ballooning Sovereign Risk (2019)Detecting Financial Collapse …RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (2017)FINANCIAL BUBBLE IMPLOSION AN…Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies (2017)Are there bubbles in exchange…Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets (2016)Speculative Bubbles or Market…Improving the accuracy of asset price bubble start and end date estimators (2016)Improving the accuracy of ass…Tests for explosive financial bubbles in the presence of non-stationary volatility (2015)Tests for explosive financial…Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Testing for multiple bubbles:…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (2015)Episodes of Exuberance in Hou…Price Explosiveness, Speculation, and Grain Futures Prices (2014)Price Explosiveness, Speculat…Bubbles and Crises: The Role of House Prices and Credit (2014)Bubbles and Crises: The Role …The Federal Reserve and the Financial Crisis (2013)The Federal Reserve and the F…Bubbles in food commodity markets: Four decades of evidence (2013)Bubbles in food commodity mar…A Cross-Country Quarterly Database of Real House Prices: A Methodological Note (2011)A Cross-Country Quarterly Dat…EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for unit roots in heterogeneous panels (2003)Does Investor Sentiment Drive Stock Market Bubbles? Beware of Excessive Optimism! (2019)Financial cycles: Characterisation and real-time measurement (2019)Systemic risk measures and regulatory challenges (2021)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)The Econometrics of Financial Markets (2012)Exuberance and spillovers in housing markets: Evidence from first- and second-tier cities in China (2019)The international spread of COVID-19 stock market collapses (2021)Value and Capital (1939)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Speculative bubbles in agricultural commodity markets (2012)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression (2020)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Sample Splitting and Threshold Estimation (2000)Real Time Monitoring of Asset Markets: Bubbles and Crises (2018)Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility (2018)Testing for a Unit Root in Time Series Regression (1988)The Econometrics of Financial Markets (1997)Dating the timeline of financial bubbles during the subprime crisis (2011)Manias, Panics, and Crashes: A History of Financial Crises (1979)Time Series Regression with a Unit Root (1987)Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach (2021)Predicting the changes in the WTI crude oil price dynamics using machine learning models (2022)Stock Prices and Social Dynamics (1984)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Corn Cash Price Forecasting (2020)Central Bank Design (2013)Who Borrows from the Lender of Last Resort? (2016)Global Waves of Debt: Causes and Consequences (2021)The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets (2020)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)
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References

  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles479 cited
  • 2013The Federal Reserve and the Financial Crisis276 cited
  • 2015Tests for explosive financial bubbles in the presence of non-stationary volatility175 cited
  • 2013Bubbles in food commodity markets: Four decades of evidence167 cited
  • 2017FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION161 cited
  • 2015Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun155 cited
  • 2014Bubbles and Crises: The Role of House Prices and Credit111 cited
  • 2011A Cross-Country Quarterly Database of Real House Prices: A Methodological Note107 cited
  • 2014Price Explosiveness, Speculation, and Grain Futures Prices99 cited
  • 2016Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets93 cited
  • 2019Detecting Financial Collapse and Ballooning Sovereign Risk62 cited
  • 2016

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Improving the accuracy of asset price bubble start and end date estimators
43 cited
  • 2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies39 cited
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