Similar Search Results

Non-Value-Added Tax to improve market fairness and quality

Veryzhenko, Iryna; Jonath, Arthur; Harb, Etienne - In: Financial innovation : FIN 8 (2022), pp. 1-30

extreme market events, such as bubbles and crashes. …

Persistent link: https://www.econbiz.de/10013169713

Econophysical bourse volatility : global evidence

Ghosh, Bikramaditya; Krishna Mysore Chidambareswaran - In: Journal of central banking theory and practice 9 (2020) 2, pp. 87-107

Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing same number of countries) for the evidence of the...

Persistent link: https://www.econbiz.de/10012305755

Log-periodic power law and genelized hurst exponent analysis in estimating an asset bubble bursting time

Wątorek, Marcin; Stawiarski, Bartosz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 3, pp. 49-58

We closely examine and compare two promising techniques helpful in estimating the moment an asset bubble bursts. Namely, the Log-Periodic Power Law model and Generalized Hurst Exponent approaches are considered. Sequential LPPL fitting to empirical financial time series exhibiting evident bubble...

Persistent link: https://www.econbiz.de/10011616763

Monetary ease: a factor behind financial crises? : Some evidence from OECD countries

Ahrend, Rudiger - 2010

This paper addresses the question of whether and how easy monetary policy may lead to excesses in financial and real asset markets and ultimately result in financial dislocation. It presents evidence suggesting that periods when short-term interest rates were persistently and significantly below...

Persistent link: https://www.econbiz.de/10003952786

Monetary policy and financial stability in emerging market economies

Tobal, Martin; Menna, Lorenzo - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-8

During the 1990s and early 2000s, the consensus was that central banks had to adjust interest rates only in response to inflation and (possibly) output. Such consensus was questioned in the aftermath of the Global Financial Crisis, as well as during the present pandemic. In contrast with most of...

Persistent link: https://www.econbiz.de/10012545805

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

Is there a rational bubble in bist 100 and sector indices?

Kirkpinar, Ayşegül; Erer, Elif; Erer, Deniz - In: Financial studies 23 (2019) 3, pp. 21-33

Global financial crises, which can stem from the bubbles in asset prices and which have been observed especially in the … United States and Europe, have demonstrated once again how important the determination of bubbles is. The bubbles in question … rational bubbles with financial crises, the analysis and detection of them become even more important for investors, portfolio …

Persistent link: https://www.econbiz.de/10012146180

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets

Gustavsson, Marcus; Levén, Daniel; Sjögren, Hans - In: Financial history review 23 (2016) 2, pp. 193-217

Persistent link: https://www.econbiz.de/10011585598

The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective

Jacobs, Michael <Jr.> - In: International journal of bonds and derivatives 2 (2016) 2, pp. 152-182

Persistent link: https://www.econbiz.de/10011587544

1
2
3
4
5
6
7
8
9
10
Next
Last