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Estimating the trend of house price to income in Ireland
Yao, Fang - 2022
Persistent link: https://www.econbiz.de/10013536464
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The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel; Lux, Thomas - 2013
We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit short-term speculative behavior by reducing the amount of excess liquidity in the system. To quantify these effects, adjustments in trading strategies and their...
Persistent link: https://www.econbiz.de/10009783698
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Eine neue Ordnung für die Finanzmärkte : Herausforderungen auf dem Weg zu einem robusteren Kapitalismus
Almunia, Joaquín (contributor) - 2010
Persistent link: https://www.econbiz.de/10003965276
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Real estate and the great crisis : lessons for macro-prudential policy
Duca, John V.; Popoyan, Lilit; Wachter, Susan M. - 2016
underpricing of risk made possible by regulatory arbitrage and shadow financing fueled the credit and twin real estate bubbles of … the mid-2000s. Across countries and over time bubbles have been particularly acute in real estate markets reflecting not …
Persistent link: https://www.econbiz.de/10011509124
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Bubbles and long-range dependence in asset prices volatilities
Kirman, Alan P.; Teyssière, Gilles - 2002
Persistent link: https://www.econbiz.de/10001720525
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Three essays in financial economics
Zhuk, Sergey - 2012
Persistent link: https://www.econbiz.de/10011819381
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Does Algorithmic Trading Attenuate Asset Price Bubbles : An Experiment
Altmann, Stefan; Riyanto, Yohanes E.; Hölscher, Christoph - 2023
This study investigates the impact of algorithmic trading strategies on asset price mispricing and relative payoffs of human and algorithmic traders using the Smith- Suchanek-Williams (SSW - (Smith et al. (1988))) framework. A 2x2 treatment design varying algorithmic strategy (market-making or...
Persistent link: https://www.econbiz.de/10014350898
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Financial fragility, bubbles and monetary policy
Illing, Gerhard - 2001
This paper models the links between financial fragility, asset markets and monetary policy. It is shown, that central bank's concern about the cost of financial disruption generates an asymmetric response, thus contributing to the creation of an asset price bubble in an economy with a highly...
Persistent link: https://www.econbiz.de/10014460987
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News media sentiment and investor behavior
Kräussl, Roman; Mirgorodskaya, Elizaveta - 2014
reflects very well the financial market crises and pricing bubbles over the past 20 years. …
Persistent link: https://www.econbiz.de/10010427987
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Bubbly Bailout
Dong, Feng - 2020
We provide a theory to investigate the implications of time-varying bailout policy for rational bubbles in an infinite …-horizon production economy. In particular, we ask two questions. First, should the government bail out asset bubbles? Second, if yes, how … bubbles are vulnerable to market sentiment and resource-consuming. The systematic risk of bubble bursting causes both asset …
Persistent link: https://www.econbiz.de/10012841468