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Authors
# Name
1 Uiliam Bomfim(wf3@outlook.com.br)
2 Flávia Nascimento(flaviamsn@ifba.edu.br)

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Reference
# Reference
1 Akingbade, S., Gidea, M., Manzi, M., & Nateghi, V. (2024). Why topological data analysis detects financial bubbles?. Communications in Nonlinear Science and Numerical Simulation, 128, 107665.
2 Bragagnolo, G. (2020). Pecuária bovina no Brasil e disfuncionalidades do mercado financeiro: um estudo sobre os impactos no valor de mercado dos frigoríficos brasileiros de capital aberto decorrente do aumento da demanda chinesa em virtude da peste suína africana (Doctoral dissertation).
3 Caspi, I. e Graham, M. (2018). Testing for bubbles in stock markets with irregular dividend distribution. Finance Research Letters, 26, 89-94.
4 Chaim, P. e Laurini, M. (2019). Is Bitcoin a bubble?. Physica A: Statistical Mechanics and its Applications, 517, 222-232.
5 Chen, Y., Phillips, P., & Shi, S. (2023). Common bubble detection in large dimensional financial systems. Journal of Financial Econometrics, 21(4), 989-1063.
6 De Amorim, G., Lima, N. e Júnior, A. (2021). Distribuição de Dividendos e Valor de Empresas Listadas na B3. Advances in Scientific and Applied Accounting, p. 3-18.
7 Densmore, J. (2021). Data pipelines pocket reference. O'Reilly Media.
8 Escobari, D., Garcia, S. e Mellado, C. (2017). Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. Emerging Markets Review, 33, 90-101.
9 Espindola, R. (2015). A crise financeira e a política monetária no Brasil (Dissertation)
10 Frizo, P. e Lima, R. (2014). Efeitos da flutuação dos preços das commodities no fluxo de investimento estrangeiro direto no Brasil. Revista de Economia Contemporânea, 18, 393-408.
11 Hu, Y. (2023). A review of Phillips‐type right‐tailed unit root bubble detection tests. Journal of Economic Surveys, 37(1), 141-158.
12 Hu, Y.;Oxley, L. (2018). Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s. Journal of the Japanese and International Economies, 50, 89-95.
13 Lima, T. e Deus, L. (2013). A crise de 2008 e seus efeitos na economia brasileira. Revista Cadernos de Economia, 17(32), 52-65.
14 Monschang, V. e Wilfling, B. (2021). Sup-ADF-style bubble-detection methods under test. Empirical Economics, 61, 145-172.
15 Phillips, P., Shi, S. e Yu, J. (2015a). Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500. International economic review, 1043.
16 Phillips, P., Shi, S. e Yu, J. (2015b). Testing for multiple bubbles: Limit theory of real‐time detectors. International Economic Review, 56(4), 1079-1134.
17 Phillips, P., e Shi, S. (2018). Financial bubble implosion and reverse regression. Econometric Theory, 34(4), 705-753.
18 Phillips, P. e Shi, S. (2020). Real time monitoring of asset markets: Bubbles and crises. In Handbook of statistics (Vol. 42, pp. 61-80). Elsevier.
19 Pinheiro, A.; Giambiagi, F.; Gostkorzewicz, J. (1999). O desempenho macroeconômico do Brasil nos anos 90.
20 Shi, S. e Phillips, P. (2022). Econometric Analysis of Asset Price Bubbles (No. 2331). Cowles Foundation for Research in Economics, Yale University.