Showing 1 - 7 of 7
We develop a rational expectations model of financial bubbles and study ways in which a generic risk-return interplay is incorporated into prices. We retain the interpretation of the leading Johansen-Ledoit-Sornette model, namely, that the price must rise prior to a crash in order to compensate...
Persistent link: https://www.econbiz.de/10011523683
Persistent link: https://www.econbiz.de/10003907154
Persistent link: https://www.econbiz.de/10009656354
Persistent link: https://www.econbiz.de/10009316426
Persistent link: https://www.econbiz.de/10012225200
Persistent link: https://www.econbiz.de/10013366207
Persistent link: https://www.econbiz.de/10014289591