Explosive and periodically collapsing bubbles in emerging stockmarkets

Mauricio Nunes () and Sergio Da Silva ()
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Mauricio Nunes: Department of Economics, Federal University of Rio Grande Do Sul

Economics Bulletin, 2008, vol. 3, issue 46, pages 1-18

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: Explosive bubbles; Periodically collapsing bubbles; Stockmarkets; Emerging markets (search for similar items in EconPapers)
JEL-codes: C5 G1 (search for similar items in EconPapers)
Date: 2008 Written 2008-08-21

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