The Chinese Equity Bubble: Ready to Burst
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💱 q-fin.ST
q-fin.PM
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equitybubblechineseindexamidanalysisbeatingbeen
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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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