Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Engsted, Tom
and
Nielsen, Bent
2010.
Testing for Rational Bubbles in a Co-Explosive Vector Autoregression.
SSRN Electronic Journal,
Engsted, Tom
and
Nielsen, Bent
2012.
Testing for rational bubbles in a coexplosive vector autoregression.
The Econometrics Journal,
Vol. 15,
Issue. 2,
p.
226.
Chen, Yen-Hsiao
and
Quan, Lianfeng
2013.
Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles.
Journal of Asset Management,
Vol. 14,
Issue. 3,
p.
195.
Esposti, Roberto
and
Listorti, Giulia
2013.
Agricultural price transmission across space and commodities during price bubbles.
Agricultural Economics,
Vol. 44,
Issue. 1,
p.
125.
Kivedal, Bjørnar Karlsen
2013.
Testing for rational bubbles in the US housing market.
Journal of Macroeconomics,
Vol. 38,
Issue. ,
p.
369.
Kim, Yun-Yeong
2014.
Inference for Stochastic Bubble Trend in Stock Price Under the Error Correction Model.
Asia-Pacific Journal of Financial Studies,
Vol. 43,
Issue. 3,
p.
384.
Johansen, Soren
2014.
Times Series: Cointegration.
SSRN Electronic Journal,
Engsted, Tom
Hviid, Simon Juul
and
Pedersen, Thomas Quistgaard
2015.
Explosive Bubbles in House Prices? Evidence from the OECD Countries.
SSRN Electronic Journal,
Johansen, Søren
2015.
International Encyclopedia of the Social & Behavioral Sciences.
p.
322.
Stefani, Gianluca
and
Tiberti, Marco
2016.
Multiperiod optimal hedging ratios: methodological aspects and application to a wheat market.
European Review of Agricultural Economics,
Vol. 43,
Issue. 3,
p.
503.
Kim, Yun‐Yeong
2016.
Dynamic Analyses for Transmission between Asset Bubble Trends of Accumulated Co‐integration Errors.
Asia-Pacific Journal of Financial Studies,
Vol. 45,
Issue. 4,
p.
574.
Engsted, Tom
Hviid, Simon J.
and
Pedersen, Thomas Q.
2016.
Explosive bubbles in house prices? Evidence from the OECD countries.
Journal of International Financial Markets, Institutions and Money,
Vol. 40,
Issue. ,
p.
14.
Won-Am Park
2016.
Do the Rational Bubbles Exist in the Gangnam Housing Market?.
KUKJE KYUNGJE YONGU,
Vol. 22,
Issue. 1,
p.
85.
Pavlidis, Efthymios G.
Paya, Ivan
and
Peel, David A.
2017.
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES.
International Economic Review,
Vol. 58,
Issue. 4,
p.
1191.
Esposti, Roberto
and
Listorti, Giulia
2018.
Price Transmission in the Swiss Wheat Market: Does Sophisticated Border Protection Make the Difference?.
The International Trade Journal,
Vol. 32,
Issue. 2,
p.
209.
Shirani Faradonbeh, Mohamad Kazem
Tewari, Ambuj
and
Michailidis, George
2018.
Finite time identification in unstable linear systems.
Automatica,
Vol. 96,
Issue. ,
p.
342.
Whitehouse, Emily J.
2019.
Explosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition.
Oxford Bulletin of Economics and Statistics,
Vol. 81,
Issue. 1,
p.
20.
Chen, Ye Zoe
Phillips, Peter C. B.
and
Shi, Shuping
2019.
Common Bubble Detection in Large Dimensional Financial Systems.
SSRN Electronic Journal ,
Xie, Zixiong
Chen, Shyh-Wei
and
Wu, An-Chi
2019.
Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence.
The North American Journal of Economics and Finance,
Vol. 50,
Issue. ,
p.
101036.
Pavlidis, Efthymios
Martínez-García, Enrique
and
Grossman, Valerie
2019.
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices.
Economic Modelling,
Vol. 80,
Issue. ,
p.
87.