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Speculative Behaviour, Regime-Switching and Stock Market Crashes.. (1996). van Norden, Simon ; Schaller, Huntley.
In: Staff Working Papers.
RePEc:bca:bocawp:96-13.

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Cited: 28

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Cites: 43

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Cocites: 31

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  1. Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Caizares.
    In: Working Paper series.
    RePEc:rim:rimwps:23-04.

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  2. Leaning against housing booms fueled by credit. (2023). Martnez, Carlos Caizares.
    In: Working Papers.
    RePEc:mib:wpaper:513.

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  3. Did the crisis permanently scar the Portuguese labour market? Evidence from a Markov-switching Beveridge curve analysis. (2017). Vansteenkiste, isabel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172043.

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  4. Nonlinearities and tests of asset price bubbles. (2016). Shi, Shuping ; Arora, Vipin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0976-1.

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  5. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, Isabel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111371.

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  6. Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions. (2010). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:30520.

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  7. Testing for periodically collapsing rational speculative bubbles in US REITs. (2009). Brooks, Chris ; Tsolacos, Sotiris ; Anderson, Keith.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2009-11.

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  8. Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective. (2009). Wohar, Mark ; Balke, Nathan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:1:p:35-75.

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  9. Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model. (2009). McMillan, David G..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:870-883.

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  10. Rational and Near-Rational Bubbles Without Drift. (2007). Lansing, Kevin.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:970.

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  11. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-10.

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  12. Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). Suleimann Lemand, Ryan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307004.

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  13. New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach. (2003). Suleimann Lemand, Ryan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307003.

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  14. The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach. (2003). Suleimann Lemand, Ryan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307002.

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  15. Assessing the Forecasting Performance of Regime-Switching, ARIMA and GARCH Models of House Prices. (2003). Crawford, Gordon W. ; Fratantoni, Michael C..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:31:y:2003:i:2:p:223-243.

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  16. A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index. (2002). Brooks, Chris ; Katsaris, Apostolos .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-14.

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  17. Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index. (2002). Brooks, Chris ; Katsaris, Apostolos .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2002-04.

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  18. Stock market crises in developed and emerging markets. (1998). Sarkar, Asani ; Patel, Sandeep.
    In: Research Paper.
    RePEc:fip:fednrp:9809.

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  19. The Liquidity Trap: Evidence from Japan. (1997). Weberpals, Isabelle.
    In: Staff Working Papers.
    RePEc:bca:bocawp:97-4.

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  20. Fads or Bubbles?. (1997). van Norden, Simon ; Schaller, Huntley.
    In: Staff Working Papers.
    RePEc:bca:bocawp:97-2.

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  21. Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?. (1996). Vigfusson, Robert ; van Norden, Simon.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-11.

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  22. Fads or Bubbles?. (1995). van Norden, Simon ; Schaller, Huntley.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502004.

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  23. Regime Switching as a Test for Exchange Rate Bubbles. (1995). van Norden, Simon.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502001.

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  24. The Term Structure and Real Activity in Canada. (1994). Tkacz, Greg ; Cozier, Barry.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9406001.

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  25. Optimum Currency Areas and Shock Asymmetry A Comparison of Europe and the United States. (1994). de Serres, Alain ; Chamie, Nick ; Lalonde, Rene .
    In: International Finance.
    RePEc:wpa:wuwpif:9406001.

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  26. An Up-to-Date and Improved BVAR Model of the Canadian Economy. (1994). Sigouin, Christian ; Raynauld, Jacques ; Racette, Daniel.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-4.

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  27. The Term Structure and Real Activity in Canada. (1994). Tkacz, Greg ; Cozier, Barry.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-3.

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  28. Optimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States. (1994). DESERRES, Alain ; Lalonde, Rene ; Chamie, Nick ; de Serres, Alain.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-1.

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References

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