-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 …

builds up, during the run-up phase of crises and asset price bubbles, and increases when systemic risk materializes …

consists of tests for financial bubbles, while the second set consists of the log-periodic power law (LPPL) model for negative … financial bubbles. Despite the methodological differences between these detection methods, they provided the same outcome: the …

Galvanized by the claims of Greenwood et al. in Bubbles for Fama that “a sharp price increase of an industry portfolio …, people have not come up with ways of identifying bubbles”, we present significant evidence to the contrary of both statements … price growth qualified by LPPLS: (i) bubbles followed by a large drawdown or crash, and (ii) price catch-up followed by a …

fundamental cause of the unfolding financial and economic crisis: the accumulation of several bubbles and their interplay and …

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 …

fundamental cause of the unfolding financial and economic crisis: the accumulation of several bubbles and their interplay and …