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Selected Works of Sergio Da Silva
Article
Explosive and Periodically Collapsing Bubbles in Emerging Stockmarkets
Economics Bulletin (2008)
  • Sergio Da Silva
  • Mauricio Nunes
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Abstract
We detected bubbles in 22 emerging stockmarkets using both standard and threshold cointegration. Eighteen stockmarkets experienced explosive bubbles (and some of them periodically collapsing bubbles as well). The remaining four markets experienced periodically collapsing bubbles only.
Keywords
  • Bubbles,
  • Stock markets,
  • Emerging markets
Disciplines
Publication Date
August, 2008
Publisher Statement
Economics Bulletin is open access
Citation Information
Sergio Da Silva and Mauricio Nunes. "Explosive and Periodically Collapsing Bubbles in Emerging Stockmarkets" Economics Bulletin Vol. 3 Iss. 46 (2008)
Available at: http://works.bepress.com/sergiodasilva/10/