2000-2003 real estate bubble in the UK but not in the USA

DOI10.1016/S0378-4371(03)00600-9zbMath1056.91508arXivphysics/0303028OpenAlexW3121563694MaRDI QIDQ1409104

Wei-Xing Zhou, Didier Sornette

Publication date: 5 October 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0303028

zbMATH Keywords

critical phenomenapositive feedbacksdeflationary risk

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (7)

Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies ⋮ Liquidity crisis detection: an application of log-periodic power law structures to default prediction ⋮ A stable and robust calibration scheme of the log-periodic power law model ⋮ COMPLEXITY OF A REAL ESTATE GAME MODEL WITH A NONLINEAR DEMAND FUNCTION ⋮ Risk and predictability of Singapore's private residential market ⋮ Can log-periodic power law structures arise from random fluctuations? ⋮ Inferring fundamental value and crash nonlinearity from bubble calibration

Cites Work

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• CRASHES AS CRITICAL POINTS
• BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
• Significance of log-periodic precursors to financial crashes
• The US 2000‐2002 market descent: How much longer and deeper?
• NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES

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