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How far do China’s property prices need to drop in order to trigger a GDP reaction that looks like a price bubble …
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decades. In this paper, we examine the role of speculative bubbles in the process of Bitcoin's technological adoption by … our analysis of Bitcoin, we test and further refine the Social Bubble Hypothesis, which holds that bubbles constitute an … increasing series of bubbles and hype cycles, which has occurred over the past decade since its inception, has bootstrapped …
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We construct risk-neutral return probability distributions from S&P 500 options data over the decade 2003 to 2013, separable into pre-crisis, crisis and post-crisis regimes. The pre-crisis period is characterized by increasing realized and, especially, option-implied returns. This translates...
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result has been a succession of bubbles and crashes, including the worldwide stock market bubble and great crash of 19 … market bubbles and its ensuing “lost decades”, the emerging markets bubbles and crashes in 1994 and 1997, the LTCM crisis of … 1998, the dotcom bubble bursting in 2000, the recent house price bubbles, the financialization bubble via special …
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