Browsing by Author "9845A838-3FFB-4D1A-981D-2225A1C0317D"
Now showing items 1-5 of 5
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Bubble Migration Across Asset Classes during the Global Financial Crises
Figuerola Ferretti Garrigues, Isabel Catalina; Bermejo Climent, Ramón; Paraskevopoulos, Ioannis; McCrorie, Roderick; Suarez García, GonzaloThis 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, Ioannisburbujas 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)