January 2000 till May 2010. More precisely, we test for the presence of bubbles and antibubbles and try to determine whether … techniques used to model antibubbles to forecast the future behaviour of the LJSE index. Besides modelling index dynamics for the …

With the advent of EMU monetary policy can no longer be used to prevent housing market bubbles in regional economies … turning into bubbles did lasting damage to the two economies, damage that could have been avoided by more appropriate fiscal …

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 …

The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the … LPPLS (log-periodic power law singularity) approach successfully diagnoses positive and negative bubbles, constructs … efficient End-of-Bubble signals for all of the well-documented bubbles, and obtains for the first time new statistical evidence …