Kai-Yin WOO. Markov-Switching Cointegration Test for Bubbles during the Interwar European Hyperinflations. Bubbles and Behavioral Finance, [S. l.], p. 45–69, 2024. DOI: 10.9734/bpi/mono/978-81-973195-8-7/CH3. Disponível em: https://stm.bookpi.org/BBF/article/view/14442. Acesso em: 14 jun. 2026.