SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500
0 references·16 citing·51 second hop
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 (2013)Testing for Multiple Bubbles: Historical …Metaverse and metaverse cryptocurrencies (meta coins): bubbles or future (2022)Metaverse and metaverse crypt…Bubbles and Crashes in Cryptocurrencies: Interdependence, Contagion, or Asset Rotation? (2021)Bubbles and Crashes in Crypto…What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective? (2020)What role do futures markets …Comovement and Instability in Cryptocurrency Markets (2020)Comovement and Instability in…Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (2019)Cryptocurrency reaction to FO…Value-at-risk and related measures for the Bitcoin (2018)Value-at-risk and related mea…The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks (2018)The economic value of Bitcoin…RETRACTED: Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test (2018)RETRACTED: Testing for multip…Real Time Monitoring of Asset Markets: Bubbles and Crises (2018)Real Time Monitoring of Asset…Bubble detection and sector trading in real time (2018)Bubble detection and sector t…Datestamping the Bitcoin and Ethereum Bubbles (2017)Datestamping the Bitcoin and …Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets (2016)Speculative Bubbles or Market…Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres (2015)Hot property in New Zealand: …Date Stamping Bubbles in Real Estate Investment Trusts (2015)Date Stamping Bubbles in Real…Speculative bubbles in agricultural prices (2014)Speculative bubbles in agricu…Bubbles in food commodity markets: Four decades of evidence (2013)Bubbles in food commodity mar…The Econometrics of Financial Markets (1997)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)The Econometrics of Financial Markets (2012)Dating the Timeline of House Price Bubbles in Australian Capital Cities (2016)exuber: Recursive Right-Tailed Unit Root Testing with R (2020)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)FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION (2017)Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files (2013)Islamic finance and food commodity trading: is there a chance to hedge against price volatility and enhance food security? (2020)Bitcoin ve Altcoin Kripto Para Piyasalarında Finansal Balonlar (2021)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)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)Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020)How does economic policy uncertainty affect the bitcoin market? (2020)The Effects of Central Bank Digital Currencies News on Financial Markets (2022)Stock Prices and Social Dynamics (1984)News and subjective beliefs: A Bayesian approach to Bitcoin investments (2019)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Evaluating Interval Forecasts (1998)Coherent Measures of Risk (1999)Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach (2019)Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple (2020)The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies (2021)Dynamic Conditional Correlation (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach (2019)Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment? (2020)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Understanding risk of bubbles in cryptocurrencies (2020)COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis (2021)U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis? (2021)Comparing Wealth Effects: The Stock Market versus the Housing Market (2005)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Date-stamping multiple bubble regimes (2020)Local peers and firm misconduct: The role of sustainability and competition (2022)House Bubbles, global imbalances and monetary policy in the US (2023)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices (2021)Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic (2022)Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes (2023)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2018The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks225 cited
  • 2019Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position217 cited
  • 2013Bubbles in food commodity markets: Four decades of evidence167 cited
  • 2018Real Time Monitoring of Asset Markets: Bubbles and Crises131 cited
  • 2015Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres95 cited
  • 2016Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets93 cited
  • 2014Speculative bubbles in agricultural prices88 cited
  • 2018Value-at-risk and related measures for the Bitcoin74 cited
  • 2021Bubbles and Crashes in Cryptocurrencies: Interdependence, Contagion, or Asset Rotation?58 cited
  • 2017Datestamping the Bitcoin and Ethereum Bubbles54 cited
  • 2018RETRACTED: Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test49 cited
  • 2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?49 cited
  • 2015Date Stamping Bubbles in Real Estate Investment Trusts46 cited
  • 2022Metaverse and metaverse cryptocurrencies (meta coins): bubbles or future

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

42 cited
  • 2020Comovement and Instability in Cryptocurrency Markets29 cited
  • 2018Bubble detection and sector trading in real time27 cited