Stock market crashes in 2007--2009: were we able to predict them?
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- Sébastien Lleo & William T. Ziemba, 2013. "Stock Market Crashes In 2007–2009: Were We Able To Predict Them?," World Scientific Book Chapters,in: Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 13, pages 457-499 World Scientific Publishing Co. Pte. Ltd..
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- Shiryaev, Albert N. & Zhitlukhin, M. V. & Ziemba, William T., 2013. "When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model," LSE Research Online Documents on Economics 60966, London School of Economics and Political Science, LSE Library.
- Lleo, Sébastien & Ziemba, William T., 2015.
"Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world,"
International Journal of Forecasting,
Elsevier, vol. 31(2), pages 399-425.
- Lleo, Sebastien & Ziemba, Bill, 2014. "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics 60960, London School of Economics and Political Science, LSE Library.
- Lleo, Sebastien & Ziemba, William T., 2017. "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics 85131, London School of Economics and Political Science, LSE Library.
- Gong, Pu & Weng, Yingliang, 2016. "Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 173-191.
More about this item
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
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