Common Bubble Detection in Large Dimensional Financial Systems
Price bubbles in multiple assets are sometimes nearly coincident in occurrence. Such near-coincidence is strongly suggestive of co-movement in the associated asset prices and is likely driven by certain factors that are latent in the financial or economic system with common effects across several ma...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2023
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2696 https://ink.library.smu.edu.sg/context/soe_research/article/3695/viewcontent/SSRN_id3467372.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |