Real-Time Monitoring of Bubbles and Crashes
(2023)
Journal Article
Whitehouse, E. J., Harvey, D. I., & Leybourne, S. J. (2023). Real-Time Monitoring of Bubbles and Crashes. Oxford Bulletin of Economics and Statistics, 85(3), 482-513. https://doi.org/10.1111/obes.12540
Given the financial and economic damage that can be caused by the collapse of an asset price bubble, it is of critical importance to rapidly detect the onset of a crash once a bubble has been identified. We develop a real-time monitoring procedure fo... Read More about Real-Time Monitoring of Bubbles and Crashes.