collaborators

1 paper

q-fin.RM2016

Brexit or Bremain ? Evidence from bubble analysis

Marco Bianchetti, Davide Galli, Camilla Ricci +2

We applied the Johansen-Ledoit-Sornette (JLS) model to detect possible bubbles and crashes related to the Brexit/Bremain referendum scheduled for 23rd June 2016. Our implementation…