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Applied Economics Letters Volume 17, 2010 - Issue 9
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Original Articles

Periodically collapsing bubbles in the German stock market, 1876–1913

Christian Pierdzioch Macroeconomics and International Economics, Department of Economics, Saarland University, PO Box 151150, Saarbruecken, 66041, GermanyCorrespondence[email protected]
Pages 907-908 | Published online: 28 Apr 2009

Citations (7)

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Renatas Kizys & Christian Pierdzioch. (2012) Why do speculative bubbles gather steam? Some international evidence. Applied Economics Letters 19:11, pages 1089-1093.
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Articles from other publishers (6)

Harold L. VogelHarold L. Vogel. 2021. Financial Market Bubbles and Crashes. Financial Market Bubbles and Crashes 317 379 .
Zixiong Xie, Shyh-Wei Chen & An-Chi Wu. (2019) Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. The North American Journal of Economics and Finance 50, pages 101036.
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Harold L. VogelHarold L. Vogel. 2018. Financial Market Bubbles and Crashes, Second Edition. Financial Market Bubbles and Crashes, Second Edition 219 269 .
Shyh-Wei Chen & Zixiong Xie. (2017) Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence. International Review of Economics & Finance 52, pages 188-209.
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Shyh-Wei Chen & Zixiong Xie. (2017) Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. International Review of Economics & Finance 48, pages 339-354.
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Christian Pierdzioch, Marian Risse & Sebastian Rohloff. (2015) Cointegration of the prices of gold and silver: RALS-based evidence. Finance Research Letters 15, pages 133-137.
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