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Details about Itamar Caspi

Postal address:Research Department Bank of Israel PO Box 780 Jerusalem, 91007 Israel
Workplace:Bank of Israel, (more information at EDIRC)

Access statistics for papers by Itamar Caspi.

Last updated 2019-09-09. Update your information in the RePEc Author Service.

Short-id: pca958

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Working Papers


  1. Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate
    Bank of Israel Working Papers, Bank of Israel Downloads View citations (4)


  1. Testing for Bubbles in Stock Markets with Irregular Dividend Distribution
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Finance Research Letters (2018)


  1. Testing for a housing bubble at the national and regional level: the case of Israel
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (6)


  1. Date Stamping Historical Oil Price Bubbles: 1876-2014
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working Papers, Stellenbosch University, Department of Economics (2014) Downloads View citations (1)
  2. Rtadf: Testing for Bubbles with EViews
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)

Journal Articles


  1. Date stamping historical periods of oil price explosivity: 1876–2014
    Energy Economics, 2018, 70, (C), 582-587 Downloads View citations (14)
  2. Testing for bubbles in stock markets with irregular dividend distribution
    Finance Research Letters, 2018, 26, (C), 89-94 Downloads
    See also Working Paper (2017)



  1. Measuring the importance of global factors in determining inflation in Israel
    A chapter in Globalisation and deglobalisation, 2018, vol. 100, pp 183-208 Downloads
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