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100 | 1 |
_aCascon, A. _u(Omega Analysis Limited) _920440 |
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245 | 1 | 0 | _aStatistical Indicators of Asset Price Bubbles and the 'Everything Bubble'. |
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_aRio de Janeiro: _bIMPA, _c2019. |
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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 |
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700 | 1 |
_aShadwick, W. F., _d1951- _u(Omega Analysis Limited) _945814 |
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856 | 4 |
_zVIDEO _uhttp://bit.ly/2WqTdEX |
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_2ddc _cBK |
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_aSTATISTICAL Indicators of Asset Price Bubbles and the 'Everything Bubble'. Rio de Janeiro: IMPA, 2019. video online. DisponÃvel em: <http://bit.ly/2WqTdEX>. Acesso em: 1 jul. 2019. _c37654 _d37654 |