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Sergio Da Silva and Mauricio Nunes
''Explosive and periodically collapsing bubbles in emerging stockmarkets''
( 2008, Vol. 3 No.46 )
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
JEL: C5 - Econometric Modeling: General
Manuscript Received : Aug 20 2008 Manuscript Accepted : Aug 21 2008

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