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...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2023
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| 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 |
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| Institution: | Singapore Management University |
| Language: | English |
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