Revisiting rational bubbles in the G-7 stock markets using the Fourier unit root test and the nonparametric rank test for cointegration
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DOI: 10.1016/j.matcom.2011.08.008
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Cited by:
- Tatsuyoshi Miyakoshi & Kui-Wai Li & Junji Shimada, 2014.
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Applied Economics, Taylor & Francis Journals, vol. 46(20), pages 2429-2440, July.
- Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji, 2014. "Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices," MPRA Paper 56118, University Library of Munich, Germany.
- Potrykus, Marcin, 2023. "Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles," International Review of Financial Analysis, Elsevier, vol. 87(C).
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Keywords
Fourier unit root test; Rank test for nonlinear cointegration; G7 stock markets; Rational bubbles;All these keywords.
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