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Monetary policy and bubbles : in a new Keynesian model with overlapping generations

Galí, Jordi - 2017

Persistent link: https://www.econbiz.de/10011686824

Detecting money market bubbles

Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - In: Journal of banking & finance 87 (2018), pp. 369-379

Persistent link: https://www.econbiz.de/10011962562

Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes

Riedle, Thorsten - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 308-321

Persistent link: https://www.econbiz.de/10012035022

Asset price volatility and banks

Zhang, Yu - In: Journal of mathematical economics 71 (2017), pp. 96-103

Persistent link: https://www.econbiz.de/10011833203

Trading while sleepy? : circadian mismatch and excess volatility in a global experimental asset market

Dickinson, David L.; Chaudhuri, Ananish; … - 2017

Persistent link: https://www.econbiz.de/10011814873

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

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

Herding behavior, market sentiment and volatility : will the bubble resume?

Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131

Persistent link: https://www.econbiz.de/10011938084

Testing explosive bubbles with time-varying volatility

Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric reviews 38 (2019) 10, pp. 1131-1151

Persistent link: https://www.econbiz.de/10012181398

A new stock-price bubble with stochastically deflating trajectories

Rotermann, Benedikt; Wilfling, Bernd - In: Applied economics letters 25 (2018) 15, pp. 1091-1096

Persistent link: https://www.econbiz.de/10012132351