Bubbles, Blind-Spots and Brexit
In this paper we develop a well-established financial model to investigate whether bubbles were present in opinion polls and betting markets prior to the UK’s vote on EU membership on 23 June 2016. The importance of our contribution is threefold. Firstly, our continuous-time model allows for irregul...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2017-07-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/5/3/37 |