Por favor, use este identificador para citar o enlazar este ítem:
http://hdl.handle.net/11531/19268| Título : | Bubble Migration Across Asset Classes during the Global Financial Crises |
| Autor : | Figuerola Ferretti Garrigues, Isabel Catalina Bermejo Climent, Ramón Paraskevopoulos, Ioannis McCrorie, Roderick Suarez García, Gonzalo |
| Resumen : | This paper combines the new, mildly explosive/multiple bubbles technology proposed by Phillips, Shi and Yu (PSY, 2015) with the bubble migration test proposed by Phillips and Yu (2011, PY) to analyse the time series behaviour of a number of key macroeconomic and financial variables during the Global Financial Crisis (GFC). The purpose of this paper is to characterize the sequential nature of bubble migration during the GFC using a wider group of variables than Caballero et al. (2008) and PY (2011), in particular recognizing potential roles for both macro and financial variables. |
| URI : | http://hdl.handle.net/11531/19268 |
| Aparece en las colecciones: | Documentos de Trabajo |
Ficheros en este ítem:
| Fichero | Descripción | Tamaño | Formato | |
|---|---|---|---|---|
| PaperMigration Sussex-GonMay2017.pdf | 1,17 MB | Adobe PDF | Visualizar/Abrir Request a copy |
Los ítems de DSpace están protegidos por copyright, con todos los derechos reservados, a menos que se indique lo contrario.