000 02102n a2200277#a 4500
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007 cr cuuuuuauuuu
008 190702s2019 bl por d
035 _aocm51338542
040 _aP5A
_cP5A
082 0 4 _acs
090 _acs
100 1 _aCascon, A.
_u(Omega Analysis Limited)
_920440
245 1 0 _aStatistical Indicators of Asset Price Bubbles and the 'Everything Bubble'.
260 _aRio de Janeiro:
_bIMPA,
_c2019.
300 _avideo online
500 _aPalestra Especial
505 2 _aAbstract: Everyone knows that asset price bubbles exist. The history of financial markets is full of them, from the 17th Century Tulip Bubble to the 21st Century 'Credit Bubble' The critical issue for traders, long term investors and central banks is the extent to which bubbles can be recognised before they burst. Our approach to this, initiated at the request of a G7 Central Bank, has identified statistical markers that have had high predictive power historically both in identifying bubbles and in quantifying the level to which they will subsequently correct. It also identifies 'anti-bubbles' of panic selling and corresponding correction levels. Ten years of unprecedented monetary intervention by the world's Central Banks has produced bubbles in assets of all sorts. The extent of the coming corrections and the timing of the bubble deflation vary greatly across regions, countries and asset class sectors. Some have already burst producing anti-bubbles of panic selling while others are still inflating. This produces a range of opportunities and challenges for market participants and policy makers .
650 0 4 _aMatematica.
_2larpcal
_919899
697 _aCongressos e Seminários.
_923755
700 1 _aShadwick, W. F.,
_d1951-
_u(Omega Analysis Limited)
_945814
856 4 _zVIDEO
_uhttp://bit.ly/2WqTdEX
942 _2ddc
_cBK
999 _aSTATISTICAL Indicators of Asset Price Bubbles and the 'Everything Bubble'. Rio de Janeiro: IMPA, 2019. video online. Disponível em: <http://bit.ly/2WqTdEX>. Acesso em: 1 jul. 2019.
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