Explosive and periodically collapsing bubbles in emerging stockmarkets

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

Economics Bulletin, 2008, vol. 3, issue 46, 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: Periodically; collapsing; bubbles (search for similar items in EconPapers)
JEL-codes: C5 G1 (search for similar items in EconPapers)
Date: 2008-08-21
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Citations: View citations in EconPapers (5)

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