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Von der Finanzkrise zur Schuldenkrise

Wittmann, Walter - In: Review of economics 62 (2011) 1, pp. 40-55

Persistent link: https://www.econbiz.de/10009236862

Which way for the stock market?

Shiller, Robert J.; Siegel, Jeremy J. - 2002

Persistent link: https://www.econbiz.de/10002244456

The new finance : overreaction, complexity, and uniqueness

Haugen, Robert A. - 2004 - 3. ed.

Persistent link: https://www.econbiz.de/10001786555

Islamic economics rules and the stock market : evidence from the United States

Kia, Amir - In: International journal of business 20 (2015) 3, pp. 181-201

Persistent link: https://www.econbiz.de/10011339771

Frictional unemployment with stochastic bubbles

Vuillemey, Guillaume; Wasmer, Etienne - 2016

Bubbles are recurrent events, which contribute to both macroeconomic and employment volatility. We introduce stochastic … bubbles in the standard search-and matching model of the labor market. The economy alternates between latent and bubbly states …, each being associated with a distinct solution for the market value of firms (respectively, stable or explosive). Bubbles …

Persistent link: https://www.econbiz.de/10011543923

Existence of speculative bubbles in the Indian stock market : knowledge gained during the US subprime crisis

Mukherjee, Sovik; Karmakar, Asim K. - In: Comparative advantage in the knowledge economy : a …, (pp. 75-84). 2021

Persistent link: https://www.econbiz.de/10012814053

Bitcoin and web search query dynamics : is the price driving the hype or is the hype driving the price?

Süssmuth, Bernd - 2019

Using a battery of timely multivariate time series techniques I study the Bitcoin cryptocurrency price series and web search queries with regard to their mutual predictability, Granger-causality and cause-effect delay structure. The Bitcoin is at first treated as a general currency, then as a...

Persistent link: https://www.econbiz.de/10012026340

U.S. metropolitan house price dynamics

Oikarinen, Elias; Bourassa, Steven C.; Hoesli, Martin; … - 2017

Using data for 70 U.S. metropolitan areas, this study explores spatial heterogeneity in house price dynamics. We use recent advances in panel econometrics that allow for spatial heterogeneity, cross-sectional dependence, and non-stationary but cointegrated data. We test for spatial differences...

Persistent link: https://www.econbiz.de/10011875693

Bubbles in US regional house prices : evidence from house price/income ratios at the state level

Hu, Yang; Oxley, Les - 2016

Persistent link: https://www.econbiz.de/10011771332

A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013262971

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