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Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
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A classical model of speculative asset price dynamics
Inoua, Sabiou M.; Smith, Vernon L. - 2021
Persistent link: https://www.econbiz.de/10013256956
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Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain - In: Journal of econometrics 218 (2020) 2, pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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Speculation and price indeterminacy in financial markets : an experimental study
Hirota, Shin'ichi; Huber, Jürgen; Stöckl, Thomas; … - 2018
Persistent link: https://www.econbiz.de/10011861422
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Speculative bubbles and contagion : analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model
Herwarth Kohn, Maximilian-Benedikt; Pereira, Pedro L. Valls - In: Cogent economics & finance 5 (2017) 1, pp. 1-28
Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom …. Even it is astonishing, that the contagion is lower during price bubbles, the main finding indicates the presence of …
Persistent link: https://www.econbiz.de/10011887512
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The first crash : lessons from the South Sea Bubble
Dale, Richard - 2004
Persistent link: https://www.econbiz.de/10001911845
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Speculative growth, overreaction, and the welfare cost of technology-driven bubbles
Lansing, Kevin J. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 461-483
Persistent link: https://www.econbiz.de/10009698060
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Problematik, Relevanz und Ursachen übermäßiger Aktienkursbewegungen
Hense, Andreas; Fissahn, Juliane; Tücking, Ebbo - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 97-118). 2005
Persistent link: https://www.econbiz.de/10003345103
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A classical model of speculative asset price dynamics
Inoua, Sabiou M.; Smith, Vernon L. - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014456293