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• Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles

  Publikacja

  • M. Potrykus

  - International Review of Financial Analysis - Rok 2023

  This paper used the GSADF test to determine the periods defined in this paper as price bubbles in the three markets studied, i.e. the investment wine market, precious metal market and national stock market indices of G-7 countries. The results obtained enabled the calculation of the values of the phi correlation coefficients, which served the research objective of assessing the co-occurrence of price bubbles in the markets analysed....

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