SStudyAcademic Library

Dashboard Shelves Open access My library Review

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

Identification of speculative bubbles using state-space models with Markov-switching · Study

ArticleShelves

ArticleIdentification of speculative bubbles using state-space models with Markov-switching

Nael Al-Anaswah2010

OA

Articlegreen2010

Identification of speculative bubbles using state-space models with Markov-switching

Nael Al-Anaswah · Bernd Wilfling

71 citations·0/0 files stored·Journal of Banking & Finance

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

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Economic theories and models

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 71 citations exist upstream.

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Stock Prices, Earnings, and Expected Dividends 1987Cointegration and Tests of Present Value Models 1999State-Space Models with Regime Switching 2003Bubbles and Crashes 1982On the Possibility of Speculation under Rational Expectations 1988Rational-expectations econometric analysis of changes in regime

Cited by

2012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach 2015Speculative trading in the gold market

Details

Year2010

Typearticle

Published2010-09-23

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations71

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jbankfin.2010.09.021

openalex_workW3122811060

Links

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