15
H index
16
i10 index
880
Citations
Macquarie University | 15 H index 16 i10 index 880 Citations RESEARCH PRODUCTION: 25 Articles 42 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 |
---|---|
Empirical Economics | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
International Economic Review | 2 |
Econometric Theory | 2 |
The Economic Record | 2 |
Economic Modelling | 2 |
Year | Title of citing document | |
---|---|---|
2022 | Exploring the Dynamics of Investors’ Decision Making in Pakistan Stock Market: A Study of Herding Behavior. (2022). Amin, Khurram ; Rasheed, Muhammad Haroon ; Sadiq, Salma ; Hussain, Mumtaz. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:165-173. Full description at Econpapers || Download paper | |
2023 | An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238. Full description at Econpapers || Download paper | |
2022 | WHO MOVES FIRST? COMMODITY PRICE INTERDEPENDENCE THROUGH TIME-VARYING GRANGER CAUSALITY. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:471. Full description at Econpapers || Download paper | |
2023 | Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240. 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 | |
2022 | Constructing a NFT Price Index and Applications. (2022). Schnoering, Hugo ; Inzirillo, Hugo. In: Papers. RePEc:arx:papers:2202.08966. Full description at Econpapers || Download paper | |
2022 | Timing Matters: Bitcoin Returns, Public Attention to COVID-19, and Individualism. (2022). Wang-Lu, Huaxin. In: Papers. RePEc:arx:papers:2205.04290. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). Chava, Sudheer ; Nanda, Vikram ; Rosso, Paolo ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit. In: Papers. RePEc:arx:papers:2206.06320. Full description at Econpapers || Download paper | |
2022 | Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977. Full description at Econpapers || Download paper | |
2023 | Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35. 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 | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6. Full description at Econpapers || Download paper | |
2022 | Testing for Co?explosive Behaviour in Financial Time Series. (2022). Leybourne, Stephen J ; Harvey, David I ; Evripidou, Andria C ; Sollis, Robert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:624-650. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937. Full description at Econpapers || Download paper | |
2022 | Return predictability between industries and the stock market in China. (2022). Zhang, Gaiyan ; Tse, Yiuman. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:194-220. Full description at Econpapers || Download paper | |
2023 | External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80. Full description at Econpapers || Download paper | |
2022 | Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350. 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 | |
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 | |
2022 | Testing explosive bubbles with time-varying volatility: The case of the Spanish public debt, 1850–2021. (2022). Prats, Mara A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2205. Full description at Econpapers || Download paper | |
2023 | DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301. Full description at Econpapers || Download paper | |
2022 | Loan-to-value policy in a bubble-creation economy. (2022). Thepmongkol, Athakrit ; Luangaram, Pongsak. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001615. Full description at Econpapers || Download paper | |
2023 | Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726. Full description at Econpapers || Download paper | |
2022 | Long- and short-term price behaviors in presale housing markets in Taiwan. (2022). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Che-Chun ; Wang, Wen-Kai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:350-364. Full description at Econpapers || Download paper | |
2022 | Does green finance inspire sustainable development? Evidence from a global perspective. (2022). Li, Zheng-Zheng ; Jiang, Cui-Feng ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:412-426. Full description at Econpapers || Download paper | |
2022 | Analyzing the nexus of green economy, clean and financial technology. (2022). Taskin, Dilvin ; Dogan, Eyup ; Metawa, Noura. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:385-396. Full description at Econpapers || Download paper | |
2022 | Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475. Full description at Econpapers || Download paper | |
2022 | Local peers and firm misconduct: The role of sustainability and competition. (2022). Hammouda, Amira ; Allaya, Manel ; Abbassi, Wajih ; Rind, Asad Ali. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002413. Full description at Econpapers || Download paper | |
2022 | Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios. (2022). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002229. Full description at Econpapers || Download paper | |
2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper | |
2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. 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 | |
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 | |
2023 | A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250. Full description at Econpapers || Download paper | |
2022 | A re-examination of housing bubbles: Evidence from European countries. (2022). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000334. Full description at Econpapers || Download paper | |
2022 | Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260. Full description at Econpapers || Download paper | |
2023 | Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366. Full description at Econpapers || Download paper | |
2022 | A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance. (2022). Taskin, Dilvin ; Dogan, Eyup ; Madaleno, Mara. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001220. Full description at Econpapers || Download paper | |
2022 | Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785. Full description at Econpapers || Download paper | |
2022 | Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651. Full description at Econpapers || Download paper | |
2022 | Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China. (2022). Wang, Zhicheng ; Li, Yan ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003760. Full description at Econpapers || Download paper | |
2022 | Is there evidence of mild explosive behavior in Alaska North Slope crude oil prices?. (2022). Ewing, Bradley T ; Pastor, Daniel J. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003991. Full description at Econpapers || Download paper | |
2023 | Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. 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 | |
2022 | Analyzing the relationship between energy efficiency and environmental and financial variables: A way towards sustainable development. (2022). Madaleno, Mara ; Dogan, Eyup ; Taskin, Dilvin. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222009483. Full description at Econpapers || Download paper | |
2022 | Exploding DUCs? Identifying periods of mild explosivity in the time series behavior of drilled but uncompleted wells. (2022). Ewing, Bradley ; Pastor, Daniel J. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222012014. Full description at Econpapers || Download paper | |
2022 | The crisis alpha of managed futures: Myth or reality?. (2022). Mende, Alexander ; Frommel, Michael ; Asif, Raheel. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242. Full description at Econpapers || Download paper | |
2022 | Stock market bubbles and anti-bubbles. (2022). Henriksson, Roy ; Sakoulis, Georgios ; Tarlie, Martin B. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302138. Full description at Econpapers || Download paper | |
2022 | Fund trading divergence and performance contribution. (2022). Sarto, Jose Luis ; Andreu, Laura ; Gimeno, Ruth. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200182x. Full description at Econpapers || Download paper | |
2022 | Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x. Full description at Econpapers || Download paper | |
2022 | Diamond investments – Is the market free from multiple price bubbles?. (2022). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002800. Full description at Econpapers || Download paper | |
2022 | Industry herding in crypto assets. (2022). Li, Wanpeng ; Liu, Nan ; Zhao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002848. Full description at Econpapers || Download paper | |
2023 | On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327. Full description at Econpapers || Download paper | |
2023 | The illusion of the metaverse and meta-economy. (2023). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000765. Full description at Econpapers || Download paper | |
2023 | Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539. Full description at Econpapers || Download paper | |
2022 | Some international evidence on the causal impact of the yield curve. (2022). Haubrich, Joseph G ; Bordo, Michael D. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001975. Full description at Econpapers || Download paper | |
2022 | A Value-at-Risk forecastability indicator in the framework of a Generalized Autoregressive Score with “Asymmetric Laplace Distribution”. (2022). Roxana, Ioan ; Maria, Dima Tefana ; Bogdan, Dima. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002154. Full description at Econpapers || Download paper | |
2022 | Shall the winning last? A study of recent bubbles and persistence. (2022). Potì, Valerio ; Poti, Valerio ; Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002415. Full description at Econpapers || Download paper | |
2022 | How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x. Full description at Econpapers || Download paper | |
2022 | Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871. Full description at Econpapers || Download paper | |
2022 | Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?. (2022). Elsayed, Ahmed H ; Damianov, Damian S ; Shahedur, MD. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004700. Full description at Econpapers || Download paper | |
2022 | Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs. (2022). el Montasser, Ghassen ; Charfeddine, Lanouar ; Maouchi, Youcef. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005341. Full description at Econpapers || Download paper | |
2022 | Price explosiveness in cryptocurrencies and Elon Musks tweets. (2022). Bouri, Elie ; Anas, Muhammad ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000241. Full description at Econpapers || Download paper | |
2022 | The new crypto niche: NFTs, play-to-earn, and metaverse tokens. (2022). Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000630. Full description at Econpapers || Download paper | |
2022 | Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200304x. Full description at Econpapers || Download paper | |
2022 | Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099. Full description at Econpapers || Download paper | |
2022 | Do the green bonds overreact to the COVID-19 pandemic?. (2022). Zhang, Hongwei ; Suleman, Muhammad Tahir ; Cui, Tianxiang. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003208. Full description at Econpapers || Download paper | |
2022 | Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality. (2022). Chiang, Shu-Hen ; Chen, Chien-Fu. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003476. Full description at Econpapers || Download paper | |
2022 | Interdependence, contagion and speculative bubbles in cryptocurrency markets. (2022). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003555. Full description at Econpapers || Download paper | |
2022 | Bubbles across Meme Stocks and Cryptocurrencies. (2022). Hussain, Syed Jawad ; Ouzan, Samuel ; Aloosh, Arash. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003774. Full description at Econpapers || Download paper | |
2023 | Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. (2023). Prats, Maria A ; Esteve, Vicente. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005098. Full description at Econpapers || Download paper | |
2023 | Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979. Full description at Econpapers || Download paper | |
2023 | Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372. Full description at Econpapers || Download paper | |
2023 | Can the global financial cycle explain the episodes of exuberance in international housing markets?. (2023). Liu, Qingya ; Wang, Xichen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005438. Full description at Econpapers || Download paper | |
2023 | Testing for short explosive bubbles: A case of Brent oil futures price. (2023). Gao, DA ; Feng, Hao ; Wang, Shaoping. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006730. Full description at Econpapers || Download paper | |
2022 | Understanding the transmission of COVID-19 news to French financial markets in early 2020. (2022). Thorbecke, Willem. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:103-114. Full description at Econpapers || Download paper | |
2022 | From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762. Full description at Econpapers || Download paper | |
2022 | Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?. (2022). Bazan-Palomino, Walter ; Svogun, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000816. Full description at Econpapers || Download paper | |
2022 | The role of media coverage in the bubble formation: Evidence from the Bitcoin market. (2022). Li, YI ; Zhang, Wei ; Urquhart, Andrew ; Wang, Pengfei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001056. 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 | |
2022 | The mirror of history: How to statistically identify stock market bubble bursts. (2022). Zhai, Ling ; Sui, Tianqing ; Liu, Zhenya ; Boubaker, Sabri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:204:y:2022:i:c:p:128-147. Full description at Econpapers || Download paper | |
2022 | Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000283. Full description at Econpapers || Download paper | |
2022 | Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws. (2022). Oladosu, Gbadebo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000520. Full description at Econpapers || Download paper | |
2022 | The Italian fiscal sustainability in a long-run perspective. (2022). Mutascu, Mihai Ioan ; Magazzino, Cosimo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000159. Full description at Econpapers || Download paper | |
2022 | Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827. Full description at Econpapers || Download paper | |
2022 | What is the role of the rents in energy connection with economic growth for China and the United States?. (2022). Korkmaz, Ozge. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005249. Full description at Econpapers || Download paper | |
2022 | Do booms and busts identify bubbles in energy prices?. (2022). Khurshid, Adnan ; Su, Chiwei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000095. Full description at Econpapers || Download paper | |
2022 | Predicting the changes in the WTI crude oil price dynamics using machine learning models. (2022). Mustafayev, Eldayag ; Guliyev, Hasraddin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200112x. Full description at Econpapers || Download paper | |
2022 | Oil price and economic performance: Additional evidence from advanced economies. (2022). Anagreh, Suhaib ; Tabash, Mosab I ; Adeosun, Opeoluwa Adeniyi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001143. Full description at Econpapers || Download paper | |
2022 | Analyzing the nexus of COVID-19 and natural resources and commodities: Evidence from time-varying causality. (2022). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001428. Full description at Econpapers || Download paper | |
2022 | Do oil, coal, and natural gas consumption and rents impact economic growth? An empirical analysis of the Russian Federation. (2022). Korkmaz, Ozge. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001878. Full description at Econpapers || Download paper | |
2022 | Policy-driven or market-driven? Evidence from steam coal price bubbles in China. (2022). Li, Zheng-Zheng ; Su, Chi-Wei ; Chang, Tsangyao ; Lobon, Oana-Ramona. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003233. Full description at Econpapers || Download paper | |
2022 | Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373. 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 | 4 |
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: 4 | article | |
2020 | Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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: 4 | paper | |
2023 | Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications In: Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record. [Full Text][Citation analysis] | article | 29 |
2020 | Australian Housing Market Booms: Fundamentals or Speculation?? In: The Economic Record. [Full Text][Citation analysis] | article | 4 |
2023 | Diagnosing housing fever with an econometric thermometer In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
2020 | Diagnosing Housing Fever with an Econometric Thermometer.(2020) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Diagnosing housing fever with an econometric thermometer.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 75 |
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: 75 | 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: 75 | 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 | 81 |
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: 81 | 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: 81 | 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: 81 | paper | |
2019 | Detecting Financial Collapse and Ballooning Sovereign Risk In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 23 |
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 | 28 |
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: 28 | paper | |
2018 | FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 57 |
2022 | UNIT ROOT TEST WITH HIGH-FREQUENCY DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2022 | Unit Root Test with High-Frequency Data.(2022) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 116 |
2011 | Testing for Multiple Bubbles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2012 | Testing for Multiple Bubbles.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | 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 | 187 |
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: 187 | 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: 187 | article | |
2013 | Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
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: 62 | 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: 62 | article | |
2014 | Financial Bubble Implosion In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | paper | |
2018 | Real Time Monitoring of Asset Markets: Bubbles and Crises In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Common Bubble Detection in Large Dimensional Financial Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Econometric Analysis of Asset Price Bubbles In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Weak Identification of Long Memory with Implications for Inference In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Weak Identification of Long Memory with Implications for Inference.(2022) In: Economics and Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Speculative bubbles or market fundamentals? An investigation of US regional housing markets In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
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: 27 | paper | |
2017 | An empirical investigation of herding in the U.S. stock market In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
2012 | An application of models of speculative behaviour to oil prices In: Economics Letters. [Full Text][Citation analysis] | article | 40 |
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: 40 | paper | |
2022 | Housing networks and driving forces In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2013 | The divergence between core and headline inflation: Implications for consumers’ inflation expectations In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 17 |
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: 17 | paper | |
2022 | Gold as a financial instrument In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
2020 | Gold as a Financial Instrument.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 4 |
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 | |
2023 | Volatility Puzzle: Long Memory or Antipersistency In: Management Science. [Full Text][Citation analysis] | article | 0 |
2016 | Identifying Speculative Bubbles Using an Infinite Hidden Markov Model In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 12 |
2012 | Identifying speculative bubbles with an in finite hidden Markov model In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
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: 7 | 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 |
2022 | Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 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 | 18 |
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 | 26 |
2019 | Bubble detection and sector trading in real time In: Quantitative Finance. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team