Collateralization and asset price bubbles when investors disagree about risk
Year of publication: |
2021
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Authors: | Broer, Tobias ; Kero, Afroditi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 128.2021, p. 1-15
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Subject: | Asset prices | Heterogeneous beliefs | Disagreement | Volatility | Securitization | Structured finance | Bubbles | Theorie | Theory | Spekulationsblase | Verbriefung | CAPM | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Asset-Backed Securities | Asset-backed securities | Volatilität | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kreditsicherung | Collateral | Risiko | Risk | Strukturiertes Produkt | Structured product | Finanzkrise | Financial crisis |
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