Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices
By Isabel Figuerola‐Ferretti, C. Gilbert, J. Roderick McCrorie. 2015
52 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/4489c8524d0141420f1464bbdd7b84b5dec9ac93
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In Economics and Econometrics
- David I. Harvey
- S. Leybourne
- Alan M. Taylor
- Robert Sollis
- Giuseppe Cavaliere
- Pierre Perron
- Christoph Hanck
- Peter C. B. Phillips
In Finance
- David I. Harvey
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- Alan M. Taylor
- Robert Sollis
- Giuseppe Cavaliere
- M. Schularick
- Hélène Rey
- Thomas Steger
Citations in the corpus
- Tests for explosive financial bubbles in the presence of non-stationary volatility☆ (2016, methodology): “6 Applying the PWY test to data from 2000-2009, Gilbert (2010) finds strong evidence of bubbles in the copper market, weaker evidence of bubbles in the nickel and crude oil market, and no evidence of bubbles in the aluminium market.”