The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III

TL;DR

This paper presents the third phase of the Financial Bubble Experiment, identifying 27 global asset bubbles and estimating their likely end dates using advanced diagnostics.

Contribution

It introduces a systematic approach for diagnosing and forecasting bubble terminations across multiple assets, expanding previous work with new data and methods.

Findings

27 bubbles identified across global assets

Estimated end windows provided for 25 bubbles

Digital fingerprints of analyses created for transparency

Abstract

This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different global assets; for 25 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that document of the original analysis on 2 May 2011.