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Follow the money : the monetary roots of bubbles and crashes

Corsi, Fulvio; Sornette, Didier - 2011

provide an early warning identification of bubbles. Estimating the FTS-GARCH on well-known historical bubble episodes suggest … the possibility to diagnose in real-time the presence of bubbles in financial time series. Minskian dynamics ; financial … bubbles ; positive feedback ; financial accelerator ; generalized FTS-GARCH …

Persistent link: https://www.econbiz.de/10009561751

The effects of the saving and banking glut on the US economy

Justiniano, Alejandro; Primiceri, Giorgio E.; … - 2013

We use a quantitative equilibrium model with houses, collateralized debt, and foreign borrowing to study the impact of global imbalances on the U.S. economy in the 2000s. Our results suggest that the dynamics of foreign capital flows account for between one-fourth and one-third of the increase...

Persistent link: https://www.econbiz.de/10010202659

The Effects of the Saving and Banking Glut on the U.S. Economy

Justiniano, Alejandro - 2013

Persistent link: https://www.econbiz.de/10013074008

From boom to bust : how different has microfinance been from traditional banking?

Wagner, Charlotte - 2010

This paper presents an in-depth analysis of developments in the microfinance sector before and after the Lehman Brothers collapse in 2008 by comparing them with developments in traditional banking sectors of emerging market economies and developing countries. The findings indicate that...

Persistent link: https://www.econbiz.de/10008758753

Loan originations and defaults in the mortgage crisis : further evidence

Adelino, Manuel; Schoar, Antoinette; Severino, Felipe - 2015 - Last revised: August 12, 2015

This paper addresses two critiques by Mian and Sufi (2015a, 2015b) that were released in response to the results documented in Adelino, Schoar and Severino (2015). We confirm that none of the results in our previous paper are affected by the issues put forward in these critiques; in particular...

Persistent link: https://www.econbiz.de/10011572465

Predicting the unpredictable : forecastable bubbles and business cycles under rational expectations

Gracia, Eduard - 2012

median path of Tobin’s q ratio displays regular, periodic cycles of bubbles and crashes reflecting an agency problem between … ; efficient markets ; financial bubbles ; stock markets ; booms and crashes ; Tobin’s q ; business cycles ; economic rents …

Persistent link: https://www.econbiz.de/10009663233

The effect of uncertainty on the information content of term spread and its components

Kim, Jun Sik - In: Journal of derivatives and quantitative studies 29 (2021) 1, pp. 2-28

This paper aims to investigate the impact of uncertainty on the predictive power of term spread and its components for future stock market returns and economic activity in Korea and the USA. This paper finds that the stock market’s expected excess return and growth of economic activity are...

Persistent link: https://www.econbiz.de/10012592743

Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs

Anderson, Keith P. - 2010

This paper is the first to utilize a direct test for periodic, partially collapsing speculative bubbles in US REIT … bubbles, most notably in the Mortgage REITs series. There is also visual evidence of a negative bubble in all three series in … bubbles or indeed taking advantage of such bubbles …

Persistent link: https://www.econbiz.de/10013150782

Geldpolitik und Vermögensmärkte : volkswirtschaftliche Bedeutung von und geldpolitische Reaktion auf Asset Price Bubbles

Sobczak, Sybille - 2010 - 1. Aufl.

die Weltwirtschaft gegenwärtig in der schwersten Finanzkrise seit dem zweiten Weltkrieg befindet. Der Vergleich mit der …

Persistent link: https://www.econbiz.de/10003933040

Investing when knowledge is limited : essays in financial economics

Walden, Johan - 2005

Persistent link: https://www.econbiz.de/10003555363

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