Detecting and analyzing explosive bubbles and their relationship with volatility: evidence from Tunisia
Purpose – This study aims to identify and analyze speculative bubbles in the Tunisian stock market from 2004 to 2023 and examine the evolution of return volatility during these periods. Design/methodology/approach – The research uses the Supremum Augmented Dickey-Fuller (SADF) and Generalized Suprem...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2025-05-01
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| Series: | RAUSP Management Journal |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/RAUSP-05-2024-0097/full/pdf |
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