Essays about: "bubble forecasting"
Showing result 1 - 5 of 6 essays containing the words bubble forecasting.
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1. A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Fysik och elektroteknikAbstract : This study investigates, with a critical approach, if portfolios consisting of high beta stocks yields more than portfolios consisting of low beta stocks in the Swedish stock exchange market. The chosen period is 1999-2016, covering both the DotCom Bubble and the financial crisis of 2008. READ MORE
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2. Regime shifts in the Swedish housing market - A Markov-switching model analysis
University essay from KTH/Fastigheter och byggandeAbstract : Problem statement: Accurate and reliable forecasts of trends in the housing market can be useful information for market participants as well as policy makers. This information may be useful to minimize risk related to market uncertainty. READ MORE
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3. The Predictability of Speculative Bubbles : An examination of the log-periodic power law model
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : In this thesis we examine the ability of the log-periodic power law model to accurately predict the end of speculative bubbles on financial markets through modeling of asset price dynamics on a selection of historical bubbles. The methods we use are based on a nonlinear least squares estimation which yields predictions of when the bubble will change regime. READ MORE
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4. Indicators for Bubble Formation in Housing Markets
University essay from KTH/Bygg- och fastighetsekonomiAbstract : It widely is assumed that property markets can be predicted and to be able to make forecasts, concerning future housing prices, a number of different indicators are used. But if it possible to know the future today, why do we still experience bubbles in housing markets? To answer this question the reliability of four of the most commonly used indicators were tested for the time period between 2000 and 2010. READ MORE
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5. Indicators for Bubble Formation in Housing Markets
University essay from KTH/Fastigheter och byggandeAbstract : It widely is assumed that property markets can be predicted and to be able to make forecasts, concerning future housing prices, a number of different indicators are used. But if it possible to know the future today, why do we still experience bubbles in housing markets? To answer this question the reliability of four of the most commonly used indicators were tested for the time period between 2000 and 2010. READ MORE