Phillips, Shi, and Yu (2015)

Source: R/datasets.R

Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S\&P 500

psy2015

Format

An object of class tbl_df (inherits from tbl, data.frame) with 547 rows and 5 columns.

References

[4] P. C. Phillips, S. Shi, and J. Yu. 'Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500'. In: _International Economic Review_ 56.4 (2015), pp. 1043-1078. DOI: 10.1111/iere.12132. <URL: https://doi.org/10.1111