Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500
Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures in identifying and dating financial bubbles. These procedures are useful as warning alerts in surveillance strategies conducted by central banks and fiscal regulators with real time data. Use of these...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2013
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1510 https://ink.library.smu.edu.sg/context/soe_research/article/2509/viewcontent/04_2013.pdf |
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| Institution: | Singapore Management University |
| Language: | English |