Dieter Sornette and his team just released an updated version of its earlier paper on Chinese equity bubble. This version of the paper includes more details i.e. description of bubble detection tools etc. Link here
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Showing posts with label China. Show all posts
Showing posts with label China. Show all posts
Tuesday, September 8, 2009
Monday, July 13, 2009
The Chinese Equity Bubble: Ready to Burst (NOW)
D. Sornette et all just published interesting working paper on possibility of Chinese equity bubble to burst. A quote from summary:
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures of a bubble build up and we go on to predict its most likely crash date: July 17-27, 2009 (20%/80% quantile confidence interval).
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures of a bubble build up and we go on to predict its most likely crash date: July 17-27, 2009 (20%/80% quantile confidence interval).
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