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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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Inferring fundamental value and crash nonlinearity from bubble calibration
Yan, Wanfeng; Woodard, Ryan; Sornette, Didier - 2010
of new models based on the Johansen-Ledoit-Sornette (JLS) model, which is a flexible tool to detect bubbles and predict … dynamics of a crash after a bubble. We test the models using data from three historical bubbles ending in crashes from … Shanghai Composite index 2009 crash. All results suggest that the new models perform very well in describing bubbles …
Persistent link: https://www.econbiz.de/10008797688
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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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Von der Finanzkrise zur Schuldenkrise
Wittmann, Walter - In: Review of economics 62 (2011) 1, pp. 40-55
Persistent link: https://www.econbiz.de/10009236862
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Agent-based models to understand, exploit and prevent financial bubbles
Westphal, Rebecca - 2021
Persistent link: https://www.econbiz.de/10012602744
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Beyond mechanical markets : asset price swings, risk, and the role of the state
Frydman, Roman; Goldberg, Michael D. - 2011
Persistent link: https://www.econbiz.de/10008938236
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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 estate markets and macroprudential policy in Europe
Hartmann, Philipp - In: Journal of money, credit and banking : JMCB 47 (2015), pp. 69-80
Persistent link: https://www.econbiz.de/10010533102
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Bubbles, crashes and risk
Branch, William A.; Evans, George W. - 2013
Persistent link: https://www.econbiz.de/10010241562
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Monetary policy and mispricing in stock markets
Beckers, Benjamin; Bernoth, Kerstin - 2016
asset pricing in line with rational bubbles. We show that the response of the excessive stock price component to a monetary …
Persistent link: https://www.econbiz.de/10011526074