-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the …\textsuperscript{TM} and Trust\textsuperscript{TM} indicators that enrich considerably the diagnostic of bubbles. Using extensive synthetic … signals, a detailed analysis of the "S\&P 500 1987" bubble and the application to 16 historical bubbles, we show that the …

Financial bubbles are subject to debate and controversy. However, they are not well understood and are hardly ever … specific traces, bubbles may be recognised in advance: that is, before they burst. In this paper, we will explain the mechanism … behind financial bubbles in an intuitive way. We will show how the log-periodic power law emerges spontaneously from the …

) model of endogenous asset price bubbles to monitor crash risk. The model is calibrated to 15 years market history for five …

investor education, understanding asset bubbles, policy makers, financial services marketing, investment management, portfolio …

price bubbles. Against this background, the paper evaluates if new advances in real-time bubble detection, as brought … the bubbles in the sample. Therefore, the paper suggests a combination approach of different bubble indicators which helps … to account for the uncertainty around start and end dates of asset price bubbles. Additionally, the paper then …

forecasts -- to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years … signalling of stock price booms and bubbles. …

forecasts - to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years … signalling of stock price booms and bubbles …