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Interpreting the movement of oil prices : driven by fundamentals or bubbles?
Zhang, Yue-jun; Yao, Ting - In: Economic modelling 55 (2016), pp. 226-240
Persistent link: https://www.econbiz.de/10011642513
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Predicting stock market crashes on the African stock markets : evidence from log-periodic power law model
Ben Yaala, Sirine; Henchiri, Jamel Eddine - In: African journal of economic and management studies 15 (2024) 3, pp. 380-401
Persistent link: https://www.econbiz.de/10015064569
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Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models
Hecq, Alain W. J.; Voisin, Elisa - In: Essays in honor of Joon Y. Park : econometric …, (pp. 209-233). 2023
Persistent link: https://www.econbiz.de/10014315310
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A creepy world
Sornette, Didier; Cauwels, Peter - 2013
Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous...
Persistent link: https://www.econbiz.de/10010257508
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LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the … LPPLS (log-periodic power law singularity) approach successfully diagnoses positive and negative bubbles, constructs … efficient End-of-Bubble signals for all of the well-documented bubbles, and obtains for the first time new statistical evidence …
Persistent link: https://www.econbiz.de/10011514490
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Who inflates the bubble? : forecasters and traders in experimental asset markets
Giamattei, Marcus; Huber, Jürgen; Lambsdorff, Johann; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012501308
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Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market
Jusélius, Katarina; Stillwagon, Josh R. - In: Journal of international money and finance 83 (2018), pp. 93-105
Persistent link: https://www.econbiz.de/10012000315
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Return predictability in laboratory asset markets
Cheng, Zhongming; Lin, Shengle - In: The journal of behavioral finance : a publication of … 23 (2022) 4, pp. 457-465
Persistent link: https://www.econbiz.de/10013483120
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Beyond Mechanical Markets : Asset Price Swings, Risk, and the Role of the State
Goldberg, Michael D.; Frydman, Roman - 2011
Main description: In the wake of the global financial crisis that began in 2007, faith in the rationality of markets has lost ground to a new faith in their irrationality. The problem, Roman Frydman and Michael Goldberg argue, is that both the rational and behavioral theories of the market rest...
Persistent link: https://www.econbiz.de/10014488008
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Real economy effects of short-term equity ownership
Thanassoulis, John; Somekh, Babak - In: Journal of international business studies : JIBS ; an … 47 (2016) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10011450044