Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles
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More about this item
Keywordsgradual portfolio adjustment; international portfolio allocation; predictable excess returns.;
- F30 - International Economics - - International Finance - - - General
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2018-08-27 (Risk Management)
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