Now showing items 1-5 of 5

    • Bubble Migration Across Asset Classes during the Global Financial Crises 

      Figuerola Ferretti Garrigues, Isabel Catalina; Bermejo Climent, Ramón; Paraskevopoulos, Ioannis; McCrorie, Roderick; Suarez García, Gonzalo
      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 ...
    • Mild explosivity in recent crude oil prices 

      Figuerola Ferretti Garrigues, Isabel Catalina; McCrorie, Roderick; Paraskevopoulos, Ioannis
      burbujas en el precio del petróleo
    • Mild explosivity in recent crude oil prices 

      Figuerola Ferretti Garrigues, Isabel Catalina; McCrorie, Roderick; Paraskevopoulos, Ioannis (01/06/2020)
      Este paper aplica la tecnologia de deteccion de burbujas financieras introducida por Phillips Shi and Yu (2015) para estudiar los dos periodos de crisis de la última década, la Crisis Financiera Global y la crisis del ...
    • Testing for bubbles in LME Metals Markets 

      Figuerola Ferretti Garrigues, Isabel Catalina; McCrorie, Roderick; Gilbert, Christopher L. (01/09/2015)
      No procede
    • The shine of precious metals around the financial crises 

      Figuerola Ferretti Garrigues, Isabel Catalina; McCrorie, Roderick (08/03/2016)