t his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in iran from 2002:03 to 2015:06. for this purpose, we have exploited sigma-point kalman filter (spkf) to extract the bubble component of assets prices in the aforementioned markets. then, in order to analyze the price bubbles spillover amon...

T his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002:03 to 2015:06. For this purpose, we have exploited Sigma-Point Kalman Filter (SPKF) to extract the bubble component of assets prices in the aforementioned Markets. Then, in order to analyze the price bubbles spi...

This paper provides new empirical evidence on housing bubble timing, volatility spillover, and contagion between Japan its economic partners, namely, the United States, Eurozone, Kingdom. First, we apply a generalized sup ADF (GSADF) test to quarterly price-to-rent ratio from 1970Q1 2018Q4 detect explosive behaviors in prices. Second, analyze spillover prices partners using multivariate time-va...

The interaction among information and communication technology (ICT) industries is a recently ubiquitous phenomenon through fixed-mobile integration. To monitor the impact of interaction, previous research has mainly focused on measuring spillover effect among ICT industries using various methods. Among others, inter-industry analysis is one of the useful methods for examining spillover effect ...

We provide a high-level, on-line visualization of the behavior of a complex, reactive Java program in terms that are familiar to the programmer. The visualization is part of the Code Bubbles integrated development environment. It is generated automatically by the environment without any effort by the developer. Code Bubbles performs static and dynamic analysis of the program. The dynamic analys...

Air bubbles have been detected in human circulation of end-stage renal disease patients who are treated by hemodialysis. The consequence of air embolism, air bubbles, is under recognized and usually overlooked in daily practice. This paper shows results of a capacitor based detection method that capable of detecting the presence of air bubbles in the blood stream in different frequencies. The m...

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