Global Bubble Status Report

Discussion in 'Economics' started by Chuck Krug, Jan 16, 2017.

  1. Global Bubble Status Report

    This monthly report discusses the historical evolution of bubbles in and between different asset classes and geographies. It is the result of an extensive analysis done on the historical time series of 431 systemic assets and 858 single stocks. The systemic assets are bond, equity and commodity indices and a selection of currency pairs. The single stocks are mainly US and European, equities. The data is from Thomson Reuters. In the first part of this report, we present the state of the world, based on the analysis of the systemic assets. In the second part, we zoom in on the bubble behavior of single stocks and discuss some specific cases.
    https://www.ethz.ch/content/dam/eth...s-dam/documents/FCO/FCO-Cockpit-January17.pdf