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A roof over your head; house price peaks in the UK and Ireland
Richmond, Peter - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 1, pp. 281-287
We analyse, following recent work of Roehner, changes in house prices for both the UK and Ireland. We conclude that prices in the UK/London have reached a tipping point and relative to inflation are set to fall over the next few years. House prices (again relative to inflation) in Ireland are...
Persistent link: https://www.econbiz.de/10010589937
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2000–2003 real estate bubble in the UK but not in the USA
Zhou, Wei-Xing; Sornette, Didier - In: Physica A: Statistical Mechanics and its Applications 329 (2003) 1, pp. 249-263
In the aftermath of the burst of the “new economy” bubble in 2000, the Federal Reserve aggressively reduced short …, there is growing apprehension that this is creating a new bubble in real estate, as strong housing demand is fuelled by … unmistakable signatures (log-periodicity and power law super-exponential acceleration) of a strong unsustainable bubble there …
Persistent link: https://www.econbiz.de/10011060675
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Econophysical bourse volatility: Global evidence
Ghosh, Bikramaditya - In: Journal of Central Banking Theory and Practice 9 (2020) 2, pp. 87-107
bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …
Persistent link: https://www.econbiz.de/10014558389
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Econophysical bourse volatility : global evidence
Ghosh, Bikramaditya; Krishna Mysore Chidambareswaran - In: Journal of central banking theory and practice 9 (2020) 2, pp. 87-107
bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …
Persistent link: https://www.econbiz.de/10012305755
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Bubble, critical zone and the crash of Royal Ahold
Broekstra, Gerrit; Sornette, Didier; Zhou, Wei-Xing - In: Physica A: Statistical Mechanics and its Applications 346 (2005) 3, pp. 529-560
We find that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. We have adapted Weidlich's theory of opinion formation to describe the formation of buy or sell decisions among investors, based on a competition between the mechanisms of herding and of...
Persistent link: https://www.econbiz.de/10011057443
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Are bitcoin bubbles predictable? : combining a generalized Metcalfe's law and the LPPLS model
Wheatley, Spencer; Sornette, Didier; Huber, Tobias; … - 2018
We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metcalfe's law based on network properties, a fundamental value is quantified and shown to be heavily exceeded, on at...
Persistent link: https://www.econbiz.de/10011877663
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Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - In: Quantitative finance and economics 2 (2018) 1, pp. 1-105
Persistent link: https://www.econbiz.de/10012137897
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The role of lenders in the home price boom
Rosen, Richard J. - 2008
This paper examines the relationship between real estate prices during the home price boom from the late 1990s into 2005 and competition among mortgage lenders. The mortgage lending business, especially with the rise of the originate-to-distribute model, had competitors with very different...
Persistent link: https://www.econbiz.de/10010292183
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The regional pattern of the US house price bubble: An application of SPC to city level data
Freese, Julia - 2013
The recent U.S. house price bubble and the subsequent deep financial crisis have renewed the interest in reliable … bubble was not a homogeneous event since regional starting points range from 1996 to 2002. …
Persistent link: https://www.econbiz.de/10010292643
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The Regional Pattern of the U.S. House Price Bubble – An Application of SPC to City Level Data
Freese, Julia - In: Review of Economics 66 (2015) 2, pp. 185-224
Abstract The recent U.S. house price bubble and the subsequent deep financial crisis have renewed the interest in … bubble was not a homogeneous event since regional starting points range from 1996 to 2002.  …
Persistent link: https://www.econbiz.de/10014619321