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Explosive and Periodically Collapsing Bubbles in Emerging Stockmarkets

Sergio Da Silva, Federal University of Santa Catarina
Mauricio Nunes, Federal University of Rio Grande Do Sul

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.

Suggested Citation

Sergio Da Silva and Mauricio Nunes. "Explosive and Periodically Collapsing Bubbles in Emerging Stockmarkets" Economics Bulletin 3.46 (2008): 1-18.