13
H index
14
i10 index
491
Citations
Macquarie University | 13 H index 14 i10 index 491 Citations RESEARCH PRODUCTION: 22 Articles 37 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shuping Shi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Econometric Theory | 2 |
International Economic Review | 2 |
Empirical Economics | 2 |
Economic Modelling | 2 |
The Economic Record | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
Year | Title of citing document | |
---|---|---|
2021 | Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079. Full description at Econpapers || Download paper | |
2021 | Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior. (2021). Aydin, Omer ; Augan, Bucsra. In: Papers. RePEc:arx:papers:2104.00763. Full description at Econpapers || Download paper | |
2022 | On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500. Full description at Econpapers || Download paper | |
2020 | Childrens Toy Safety Standards in Malaysia and ASEAN: Towards Single Regional Regulation of Lead-Based Paints and Children Toys. (2020). Mohamed, Nurina Awanis ; Hassan, Hakimi ; Talib, Kartini Aboo ; Alsagoff, Syed Sagoff ; Fadzil, Rozlinda Mohamed ; Isa, Suzanna Mohamed ; Ismail, Rahmah ; Azlan, Wan Amir. In: International Journal of Asian Social Science. RePEc:asi:ijoass:2020:p:483-495. Full description at Econpapers || Download paper | |
2021 | Dynamics of Energy Consumption and Economic Growth: A Panel Estimation of Net Oil Importing Countries. (2021). Venkatraja, B. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:6:p:63-89. Full description at Econpapers || Download paper | |
2021 | Accounting for Longer?Run Changes in Australian House Prices. (2021). Otto, Glenn. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:3:p:362-374. Full description at Econpapers || Download paper | |
2022 | Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193. Full description at Econpapers || Download paper | |
2021 | On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309. Full description at Econpapers || Download paper | |
2021 | WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407. Full description at Econpapers || Download paper | |
2021 | Asymptotic Behavior of Delay Times of Bubble Monitoring Tests. (2021). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:314-337. Full description at Econpapers || Download paper | |
2021 | Mildly Explosive Autoregression with Anti?persistent Errors. (2021). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:518-539. Full description at Econpapers || Download paper | |
2020 | Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations. (2020). TANG, Edward Chi Ho ; Leung, Charles ; Ho, Edward Chi ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1081. Full description at Econpapers || Download paper | |
2022 | Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46. Full description at Econpapers || Download paper | |
2021 | Financial bubbles and sustainability of public debt: The case of Spain. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2111. Full description at Econpapers || Download paper | |
2021 | Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113. Full description at Econpapers || Download paper | |
2022 | Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain. (2022). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2202. Full description at Econpapers || Download paper | |
2021 | U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122. Full description at Econpapers || Download paper | |
2021 | Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach. (2021). Santi, Caterina ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000361. Full description at Econpapers || Download paper | |
2021 | Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90. Full description at Econpapers || Download paper | |
2021 | Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788. Full description at Econpapers || Download paper | |
2021 | The origins of influence. (2021). Goldbaum, David. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:380-396. Full description at Econpapers || Download paper | |
2021 | A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x. Full description at Econpapers || Download paper | |
2022 | The relationship between headline, core, and energy inflation: A wavelet investigation. (2022). Giri, Federico. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004584. Full description at Econpapers || Download paper | |
2020 | Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (2020). Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:52-65. Full description at Econpapers || Download paper | |
2021 | Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311. Full description at Econpapers || Download paper | |
2021 | Simple tests for stock return predictability with good size and power properties. (2021). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:198-214. Full description at Econpapers || Download paper | |
2022 | A time-varying parameter model for local explosions. (2022). Koopman, Siem Jan ; Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:65-84. Full description at Econpapers || Download paper | |
2021 | Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Arvanitis, Stelios ; Anyfantaki, Sofia ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393. Full description at Econpapers || Download paper | |
2021 | Measuring alternative asset prices in an emerging market: The case of the South African art market. (2021). Boshoff, Willem ; Binge, Laurie. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305975. Full description at Econpapers || Download paper | |
2020 | Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225. Full description at Econpapers || Download paper | |
2020 | Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246. Full description at Econpapers || Download paper | |
2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper | |
2021 | Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863. Full description at Econpapers || Download paper | |
2020 | Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S.. (2020). Czudaj, Robert ; Hoang, Thihongvan ; Hussain, Syed Jawad ; van Hoang, Thi Hong. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302051. Full description at Econpapers || Download paper | |
2020 | Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471. Full description at Econpapers || Download paper | |
2020 | Relationship between green bonds and financial and environmental variables: A novel time-varying causality. (2020). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302814. Full description at Econpapers || Download paper | |
2021 | Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. (2021). Lobon, Oana-Ramona ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101121x. Full description at Econpapers || Download paper | |
2022 | The nexus of renewable energy equity and agricultural commodities in the United States: Evidence of regime-switching and price bubbles. (2022). Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026268. Full description at Econpapers || Download paper | |
2020 | Uncovering the time-varying relationship between commonality in liquidity and volatility. (2020). Uribe, Jorge ; Chuliá, Helena ; Koser, Christoph ; Chulia, Helena. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301101. Full description at Econpapers || Download paper | |
2020 | What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131. Full description at Econpapers || Download paper | |
2021 | From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053. Full description at Econpapers || Download paper | |
2021 | The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497. Full description at Econpapers || Download paper | |
2021 | When does the stock market recover from a crisis?. (2021). Zhao, Qing ; Wang, Shaoping ; Li, Yanglin. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314448. Full description at Econpapers || Download paper | |
2021 | The international spread of COVID-19 stock market collapses. (2021). De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317086. Full description at Econpapers || Download paper | |
2021 | Determinants of industry herding in the US stock market. (2021). Yarovaya, Larisa ; Tan, Handy ; Ukpong, Idibekeabasi. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000349. Full description at Econpapers || Download paper | |
2021 | Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2021). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:37-50. Full description at Econpapers || Download paper | |
2021 | The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408. Full description at Econpapers || Download paper | |
2021 | Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Gozgor, Giray ; Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001323. Full description at Econpapers || Download paper | |
2020 | Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144. Full description at Econpapers || Download paper | |
2022 | The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472. Full description at Econpapers || Download paper | |
2020 | House price index based on online listing information: The case of China. (2020). Li, Keyang ; Wang, Xiaodan ; Wu, Jing. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300516. Full description at Econpapers || Download paper | |
2020 | Heterogeneity in households’ expectations of housing prices – evidence from micro data. (2020). Ãsterholm, Pär ; Hjalmarsson, Erik ; Osterholm, Par. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s105113772030067x. Full description at Econpapers || Download paper | |
2021 | Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224. Full description at Econpapers || Download paper | |
2021 | SKU performance and distribution: A large-scale analysis of the role of product characteristics with store scanner data. (2021). Lockshin, Larry ; Loose, Simone ; Nenycz-Thiel, Magda ; Greenacre, Luke ; Hirche, Martin. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921000990. Full description at Econpapers || Download paper | |
2020 | Recurrent explosive public debts and the long-run fiscal sustainability. (2020). Bystrov, Victor ; Mackiewicz, Micha. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:437-450. Full description at Econpapers || Download paper | |
2021 | Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309855. Full description at Econpapers || Download paper | |
2021 | Do crude oil price bubbles occur?. (2021). Yue, Xiao-Guang ; Umar, Muhammad ; Su, Chi-Wei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309661. Full description at Econpapers || Download paper | |
2021 | The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test. (2021). yilanci, Veli ; Kilci, Esra N. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000568. Full description at Econpapers || Download paper | |
2021 | Do multiple bubbles exist in coal price?. (2021). Rehman, Ashfaq U ; Su, Chi-Wei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002439. Full description at Econpapers || Download paper | |
2021 | Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Adewuyi, Adeolu O ; Wahab, Bashir A. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956. Full description at Econpapers || Download paper | |
2021 | Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081. Full description at Econpapers || Download paper | |
2021 | Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches. (2021). yilanci, Veli ; Ozbugday, Fatih Cemil ; Ãzgür, Ãnder ; Ozgur, Onder. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003160. Full description at Econpapers || Download paper | |
2021 | Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013. Full description at Econpapers || Download paper | |
2021 | Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States. (2021). Raggad, Bechir . In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004311. Full description at Econpapers || Download paper | |
2021 | How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748. Full description at Econpapers || Download paper | |
2020 | The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Hkiri, Besma ; Ekin, Semih Emre. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:70-87. Full description at Econpapers || Download paper | |
2022 | Detecting periodically collapsing bubbles in the S&P 500. (2022). Waters, George A ; Nguyen, Quynh Nhu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:83-91. Full description at Econpapers || Download paper | |
2021 | Time-varying causality between renewable and non-renewable energy consumption and real output: Sectoral evidence from the United States. (2021). Topcu, Mert ; Emirmahmutoglu, Furkan ; Denaux, Zulal. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:149:y:2021:i:c:s1364032121006122. Full description at Econpapers || Download paper | |
2020 | A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221. Full description at Econpapers || Download paper | |
2021 | Stock price bubbles, leverage and systemic risk. (2021). Qu, Yuxuan ; Liu, Yanzhen ; Chen, Lingling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:405-417. Full description at Econpapers || Download paper | |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037. Full description at Econpapers || Download paper | |
2021 | Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures. (2021). Gözgör, Giray ; Leping, Huang ; Gozgor, Giray ; Tiwari, Aviral Kumar ; Wu, Wanshan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000994. Full description at Econpapers || Download paper | |
2021 | The entry and exit dynamics of the cryptocurrency market. (2021). Vidal-Tomas, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001252. Full description at Econpapers || Download paper | |
2022 | Twitter-Based uncertainty and cryptocurrency returns. (2022). Zaremba, Adam ; Demir, Ender ; Marco, Chi Keung ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001677. Full description at Econpapers || Download paper | |
2020 | Integration between real estate and stock markets: new evidence from Pakistan. (2020). Ali, Shoaib ; Yousaf, Imran. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-01-2020-0001. Full description at Econpapers || Download paper | |
2021 | Understanding the Transmission of COVID-19 News to French Financial Markets. (2021). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:21037. Full description at Econpapers || Download paper | |
2020 | Does the Yield Curve Predict Output?. (2020). Haubrich, Joseph. In: Working Papers. RePEc:fip:fedcwq:89008. Full description at Econpapers || Download paper | |
2021 | Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2021). Wagner, Martin ; Grupe, Maximilian ; Knorre, Fabian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:12-:d:516201. Full description at Econpapers || Download paper | |
2020 | Investor Sentiment, Portfolio Returns, and Macroeconomic Variables. (2020). Lim, Sophyafadeth ; Abidin, Sazali ; Banchit, Azilawati ; Morni, Fareiny. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:259-:d:436968. Full description at Econpapers || Download paper | |
2020 | Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:40-:d:326016. Full description at Econpapers || Download paper | |
2021 | The Exposure of French and South Korean Firm Stock Returns to Exchange Rates and the COVID-19 Pandemic. (2021). Thorbecke, Willem. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:154-:d:528131. Full description at Econpapers || Download paper | |
2021 | Volatility Spillover and International Contagion of Housing Bubbles. (2021). Ouedraogo, Ernest ; Rherrad, Imad ; Akakpo, Koffi ; Bago, Jean-Louis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:287-:d:580531. Full description at Econpapers || Download paper | |
2021 | Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities. (2021). Metelski, Dominik ; Sobieraj, Janusz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:412-:d:627347. Full description at Econpapers || Download paper | |
2021 | House Price Forecasting from Investment Perspectives. (2021). Ouysse, Rachida ; Rabhi, Fethi ; Herath, Shanaka ; Ge, Xin Janet ; Mangioni, Vince ; Shi, Song . In: Land. RePEc:gam:jlands:v:10:y:2021:i:10:p:1009-:d:643593. Full description at Econpapers || Download paper | |
2021 | Buying vs. Renting a Home in View of Young Adults in Poland. (2021). Bryx, Marek ; Rudzka, Izabela ; Metelski, Dominik ; Sobieraj, Janusz. In: Land. RePEc:gam:jlands:v:10:y:2021:i:11:p:1183-:d:671491. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. (2021). Vuković, Darko ; Maiti, Moinak ; Frömmel, Michael ; Frommel, Michael ; Grigorieva, Elena M ; Grubisic, Zoran ; Vukovic, Darko. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8578-:d:606381. Full description at Econpapers || Download paper | |
2021 | Econometrics of Anthropogenic Emissions, Green Energy-Based Innovations, and Energy Intensity across OECD Countries. (2021). Sarkodie, Samuel Asumadu ; Owusu, Phebe Asantewaa ; Adedoyin, Festus Fatai ; Ajmi, Ahdi Noomen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4118-:d:531678. Full description at Econpapers || Download paper | |
2020 | Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2020). Grupe, Maximilian ; Wagner, Martin ; Knorre, Fabian. In: IHS Working Paper Series. RePEc:ihs:ihswps:27. Full description at Econpapers || Download paper | |
2021 | Price Bubbles in Lithium Markets around the World.. (2021). Uribe, Jorge ; Guillen, Montserrat ; Restrepo, Natalia. In: IREA Working Papers. RePEc:ira:wpaper:202110. Full description at Econpapers || Download paper | |
2021 | Price Rigidity and Vacancy Rates: The Framing Effect on Rental Housing Markets. (2021). Tsai, I-Chun ; I-Chun Tsai, . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:4:d:10.1007_s11146-020-09791-4. Full description at Econpapers || Download paper | |
2020 | Volatility Spillover and International Contagion of Housing Bubbles. (2020). Ouedraogo, Ernest ; Rherrad, Imad ; Akakpo, Koffi ; Bago, Jean-Louis. In: MPRA Paper. RePEc:pra:mprapa:100098. Full description at Econpapers || Download paper | |
2020 | Oil Price Dynamics and Currency-Hedging Behavior. (2020). Ibhagui, Oyakhilome ; Agudze, Komla. In: MPRA Paper. RePEc:pra:mprapa:100949. Full description at Econpapers || Download paper | |
2021 | Identifying Phases of Ebullience in EFTA Stock Markets. (2021). Ahmed, Mumtaz ; Ullah, Irfan. In: MPRA Paper. RePEc:pra:mprapa:109633. Full description at Econpapers || Download paper | |
2020 | Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Ramabulana, Khuliso ; Gabauer, David ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202002. Full description at Econpapers || Download paper | |
2020 | Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data. (2020). GUPTA, RANGAN ; Rojas, Omar ; Nazlioglu, Saban ; Coronado, Semei. In: Working Papers. RePEc:pre:wpaper:202006. Full description at Econpapers || Download paper | |
2020 | Time-Varying Influence of Household Debt on Inequality in United Kingdom. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gabauer, David ; Berisha, Edmond. In: Working Papers. RePEc:pre:wpaper:202017. Full description at Econpapers || Download paper | |
2020 | Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom. (2020). GUPTA, RANGAN ; Gabauer, David ; Nel, Jacobus. In: Working Papers. RePEc:pre:wpaper:202084. Full description at Econpapers || Download paper | |
2022 | Herding in International REITs Markets around the COVID-19 Pandemic. (2022). Bouri, Elie ; Gupta, Rangan ; Ngene, Geoffrey ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202218. Full description at Econpapers || Download paper | |
2021 | Testing for exuberance in house prices using data sampled at di?erent frequencies. (2021). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Otero, Jesus. In: Working Paper series. RePEc:rim:rimwps:21-13. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2010 | Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
2018 | Volatility Estimation and Jump Detection for drift-diffusion Processes In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2020 | Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Volatility Estimation and Jump Detection for drift-diffusion Processes.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record. [Full Text][Citation analysis] | article | 21 |
2020 | Australian Housing Market Booms: Fundamentals or Speculation?? In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2018 | Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 35 |
2016 | Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2014 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 55 |
2012 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2011 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2012 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2019 | Detecting Financial Collapse and Ballooning Sovereign Risk In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2017 | Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? In: Pacific Economic Review. [Full Text][Citation analysis] | article | 17 |
2017 | Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2018 | FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 32 |
2022 | UNIT ROOT TEST WITH HIGH-FREQUENCY DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2022 | Unit Root Test with High-Frequency Data.(2022) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
2011 | Testing for Multiple Bubbles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
2012 | Testing for Multiple Bubbles.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
2013 | Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 82 |
2013 | Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2015 | TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500.(2015) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
2013 | Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2013 | Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2015 | TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL?TIME DETECTORS.(2015) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2014 | Financial Bubble Implosion In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Real Time Monitoring of Asset Markets: Bubbles and Crises In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Diagnosing Housing Fever with an Econometric Thermometer In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Diagnosing housing fever with an econometric thermometer.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Common Bubble Detection in Large Dimensional Financial Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Speculative bubbles or market fundamentals? An investigation of US regional housing markets In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2016 | Speculative bubbles or market fundamentals? An investigation of US regional housing markets.(2016) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2017 | An empirical investigation of herding in the U.S. stock market In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2012 | An application of models of speculative behaviour to oil prices In: Economics Letters. [Full Text][Citation analysis] | article | 37 |
2011 | AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2022 | Housing networks and driving forces In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2013 | The divergence between core and headline inflation: Implications for consumers’ inflation expectations In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 16 |
2011 | Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy.(2011) In: Monash Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | A Heterogenous Agent Foundation for Tests of Asset Price Bubbles In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics. [Full Text][Citation analysis] | article | 2 |
2018 | Stock Market Bubble Migration: From Shanghai to Hong Kong In: Post-Print. [Citation analysis] | paper | 0 |
2018 | Stock Market Bubble Migration: From Shanghai to Hong Kong.(2018) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
2011 | Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Identifying Speculative Bubbles Using an Infinite Hidden Markov Model In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 9 |
2020 | Gold as a Financial Instrument In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Identifying speculative bubbles with an in finite hidden Markov model In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2012 | Identifying Speculative Bubbles with an Infinite Hidden Markov Model.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Persistent and Rough Volatility In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Different Strokes for Different Folks: Long Memory and Roughness In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Specification sensitivities in the Markov-switching unit root test for bubbles In: Empirical Economics. [Full Text][Citation analysis] | article | 15 |
2016 | Nonlinearities and tests of asset price bubbles In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Energy consumption and economic growth in the United States In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
2019 | Bubble detection and sector trading in real time In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team