El flash crash y pronostico del S&P 500 e-mini del 6 de mayo del 2010
Author(s) -
Roberto Romero-Quiroz,
Zeús Salvador Hernández-Veleros
Publication year - 2019
Publication title -
revista de desarrollo económico
Language(s) - English
Resource type - Journals
ISSN - 2410-4019
DOI - 10.35429/jed.2019.20.6.1.5
Subject(s) - crash , flash (photography) , shock (circulatory) , futures contract , humanities , event (particle physics) , physics , computer science , economics , art , medicine , financial economics , operating system , optics , quantum mechanics
This article describes what is a financial bubble and a flash crash, emphasizing the sudden shock that originated in the futures of the Standard and Poors E-mini 500 on May 6, 2010, which resulted in large losses and that these phenomena get more attention from the financial system. Subsequently, the S&P 500 E-mini was predicted using the transfer function in order to know if it could be possible to have anticipated said event; in which positive results were obtained since it was possible to generate an estimate said flash crash
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