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題名:Are There Bubbles in the Chinese Real Estate Markets? Evidence from Generalized Sup KSS Tests
書刊名:Applied Science and Management Research
作者:Huang, Yu-koHung, Shih-weiLee, Chen-hsun
出版日期:2018
卷期:5:1
頁次:頁91-102
主題關鍵詞:HeteroscedasticityBubbleSup ADFSup KSS
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:34
  • 點閱點閱:6
期刊論文
1.Phillips, Peter C. B.、Yu, Jun(2011)。Dating the Timeline of Financial Bubbles during the Subprime Crisis。Quantitative Economics,2(3),455-491。  new window
2.Rua, António、Nunes, Luís C.(2009)。International comovement of stock market returns: A wavelet analysis。Journal of Empirical Finance,16(4),632-639。  new window
3.Rua, António(2010)。Measuring comovement in the time-frequency space。Journal of Macroeconomics,32(2),685-691。  new window
4.Driffill, John、Sola, Martin(1998)。Intrinsic Bubbles and Regime-Switching。Journal of Monetary Economics,42(2),357-373。  new window
5.Dezhbakhsh, Hashem、Demirguc-Kunt, Asli(1990)。On the Presence of Speculative Bubbles in Stock Prices。Journal of Financial and Quantitative Analysis,25(1),101-112。  new window
6.Deng, W.、Tang, Q.(2013)。Testing for price bubbles in an ESTAR framework。The Journal of Quantitative & Technical Economics,30(4),124-137。  new window
7.Yiu, M. S.、Yu, J.、Jin, L.(2013)。Detecting bubbles in Hong Kong residential property market。Journal of Asian Economics,28,115-124。  new window
8.Phillips, P. C. B.、Shi, S.、Yu, J.(2015)。Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500。International Economic Review,56(4),1043-1078。  new window
9.Kapetanios, George、Shin, Yongcheol、Snell, Andy(2003)。Testing for a unit root in the nonlinear STAR framework。Journal of Econometrics,112(2),359-379。  new window
10.Diba, B. T.、Grossman, H. I.(1988)。Explosive Rational Bubbles in Stock Prices?。The American Economic Review,78(3),520-530。  new window
11.Evans, George W.(1991)。Pitfalls in Testing for Explosive Bubbles in Asset Prices。The American Economic Review,81(4),922-930。  new window
12.Phillips, Peter C. B.、Wu, Yangru、Yu, Jun(2011)。Explosive Behavior in the 1990s NASDAQ: When Did Exuberance Escalate Asset Values?。International Economic Review,52(1),201-226。  new window
13.張金鶚、陳明吉、鄧筱蓉、楊智元(20091200)。臺北市房價泡沫知多少?--房價vs.租金、房價vs.所得。住宅學報,18(2),1-22。new window  延伸查詢new window
14.West, Kenneth D.(1987)。A Specification Test for Speculative Bubbles。The Quarterly Journal of Economics,102(3),553-580。  new window
15.Flavin, M. A.(1983)。Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence。Journal of Political Economy,91(6),929-956。  new window
圖書
1.Blanchard, Oliver Jean、Fischer, Stanley(1989)。Lectures on Macroeconomics。Cambridge, Massachusetts:MIT Press。  new window
 
 
 
 
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