Rational bubbles: too many to be true?

DOI10.1016/j.jedc.2023.104666OpenAlexW4367597236MaRDI QIDQ6111430

Tomas E. Caravello, Zacharias Psaradakis, Martin Sola

Publication date: 6 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104666

zbMATH Keywords

bootstrapbubblesunit-root testexplosive behaviordate-stamping

Mathematics Subject Classification ID

Statistics (62-XX) Financial markets (91G15)

Cites Work

• Stopping times and tightness
• A lower bound on the probability of a finite union of events
• A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
• Dating the timeline of financial bubbles during the subprime crisis
• Real time monitoring of asset markets: Bubbles and crises
• On the Absolute Continuity of Distributions of Functionals of Random Processes
• Calibrating Confidence Coefficients
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Real‐Time Monitoring for Explosive Financial Bubbles
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
• TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS

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