Search Results - subject:"Financial bubbles"

Asset price bubbles and systemic risk in money market funds

Aquilina, Matteo; Cincinelli, Peter; Urga, Giovanni - 2025

Persistent link: https://www.econbiz.de/10015191533

Explosive episodes and time-varying volatility : a new MARMA-GARCH model applied to cryptocurrencies

Hecq, Alain W. J.; Velasquez-Gaviria, Daniel - In: Econometrics : open access journal 13 (2025) 2, pp. 1-25

Financial assets often exhibit explosive price surges followed by abrupt collapses, alongside persistent volatility clustering. Motivated by these features, we introduce a mixed causal-noncausal invertible-noninvertible autoregressive moving average generalized autoregressive conditional...

Persistent link: https://www.econbiz.de/10015437136

Detecting and forecasting financial bubbles in the Indian stock market using machine learning models

Manian, Mahalakshmi; Kayal, Parthajit - In: IIMB Management Review 37 (2025) 3, pp. 1-11

This study examines financial bubbles in the Indian stock market, where asset prices exceed their intrinsic value … mitigate risks through improved detection and management of financial bubbles. …

Persistent link: https://www.econbiz.de/10015589664

"Salvation and profit" : deconstructing the clean-tech bubble

Giorgis, Vincent; Huber, Tobias; Sornette, Didier - In: Technology analysis & strategic management 36 (2024) 4, pp. 827-839

Persistent link: https://www.econbiz.de/10014565114

The anatomy of a bubble company : the London Assurance in 1720

Acheson, Graeme G.; Aldous, Michael; Quinn, William - In: The economic history review 77 (2024) 1, pp. 160-184

Persistent link: https://www.econbiz.de/10014486715

How market intervention can prevent bubbles and crashes : an agent based modelling approach

Westphal, Rebecca; Sornette, Didier - In: Computational economics 64 (2024) 3, pp. 1315-1356

Persistent link: https://www.econbiz.de/10015143925

Deep LPPLS : forecasting of temporal critical points in natural, engineering and financial systems

Nielsen, Joshua; Sornette, Didier; Raissi, Maziar - 2024

Persistent link: https://www.econbiz.de/10014543723

Machine learning to forecast financial bubbles in stock markets : evidence from Vietnam

Kim Long Tran; Le Hoang Anh; Cap Phu Lieu; Nguyen Duc Trung - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-18

attention in the literature. This study aims to detect and forecast financial bubbles in the Vietnamese stock market from 2001 … to 2021. The PSY procedure, which involves a right-tailed unit root test to identify the existence of financial bubbles … events. The results revealed the presence of financial bubbles in the Vietnamese stock market during 2006-2007 and 2017 …

Persistent link: https://www.econbiz.de/10014484373

Detecting and forecasting financial bubbles in the indian stock market using machine learning models

Manian, Mahalakshmi; Kaya, Parthajit - 2024

Persistent link: https://www.econbiz.de/10015193247

Optimal bubble riding : a mean field game with varying entry times

Tangpi, Ludovic; Wang, Shichun - In: Finance and stochastics 29 (2025) 2, pp. 343-398

Persistent link: https://www.econbiz.de/10015394803