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Was the Financial Crisis of 2008 Forecastable?

Ács, Barnabás (2012) Was the Financial Crisis of 2008 Forecastable? Hungarian Statistical Review, 90 (SN16). pp. 85-100. ISSN 0039-0690

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Abstract

The fall of Lehman Brothers in September 2008, surprised the financial markets around the globe. The financial collapse immediately afterwards hit everybody unexpectedly. This article discusses whether deeper analysis of the US macroeconomic data would have been able to give hints to traders about the approach of the crisis of 2008.

Item Type: Article
Subjects: H Social Sciences / társadalomtudományok > HA Statistics / statisztika
Depositing User: Zsolt Baráth
Date Deposited: 08 Mar 2022 10:39
Last Modified: 10 Mar 2022 14:57
URI: http://real.mtak.hu/id/eprint/138675

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