Discovery Early Career Researcher Award - Grant ID: DE190100840

Funding Activity

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Funded Activity Summary

Monitoring financial bubbles using high-frequency data. This project aims to develop an econometric procedure for monitoring speculative behaviour, often labelled as bubbles, in financial markets. There has been widespread recognition that financial speculation can inflict harm on the real economy. Crises or recessions are often preceded by excessive asset market speculation. This project will utilise intraday information for bubble detection and address major technical challenges arising from high-frequency financial data. It is expected to significantly improve the speed and accuracy of bubble detection, thereby providing more timely and precise warning alerts for investment decisions, market surveillance and policy action.

Funded Activity Details

Start Date: 2019

End Date: 12-2022

Funding Scheme: Discovery Early Career Researcher Award

Funding Amount: $375,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Monetary Policy | Savings and Investments