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Uncertainty of macroeconomic forecasters and the prediction of stock market bubbles

Herwartz, Helmut; Cholodilin, Konstantin Arkadʹevič - 2014

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. …

Persistent link: https://www.econbiz.de/10010400661

Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles

Herwartz, Helmut - 2014

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 …

Persistent link: https://www.econbiz.de/10013048399

The effect of uncertainty on the information content of term spread and its components

Kim, Jun Sik - In: Journal of derivatives and quantitative studies 29 (2021) 1, pp. 2-28

This paper aims to investigate the impact of uncertainty on the predictive power of term spread and its components for future stock market returns and economic activity in Korea and the USA. This paper finds that the stock market’s expected excess return and growth of economic activity are...

Persistent link: https://www.econbiz.de/10012592743

Resolving persistent uncertainty by self-organized consensus to mitigate market bubbles

Sornette, Didier; Andraszewicz, Sandra; Murphy, Ryan O.; … - 2016

bubbles in classical asset market experiments. Our setup is more realistic as it offers multiple securities that are … its rationality can be evaluated. Quick consensus emerges early yielding pronounced market bubbles. The overpricing …

Persistent link: https://www.econbiz.de/10011514493