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Bubbles and crashes
Abreu, Dilip; Brunnermeier, Markus Konrad - 2002
Persistent link: https://www.econbiz.de/10001645983
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Bubbles and crashes
Abreu, Dilip; Brunnermeier, Markus Konrad - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 173-204
Persistent link: https://www.econbiz.de/10001731107
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Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.; Riedle, Markus; Swords, Catherine - In: Finance and stochastics 17 (2013) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
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Bubbles and multiple-factor asset pricing models
Jarrow, Robert A. - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
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Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo; Rásonyi, Miklós - In: Finance and stochastics 19 (2015) 2, pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
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No arbitrage in continuous financial markets
Criens, David - In: Mathematics and financial economics 14 (2020) 3, pp. 461-506
Persistent link: https://www.econbiz.de/10012240304
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Arbitrage crashes, financial accelerator, and sudden market freezes
Zhang, Ally Quan - 2017 - Last update: November 18, 2017, preliminary draft
We investigate the channel through which fluctuations in the market liquidity of real-sector repo collateral cause arbitrage crashes and failure of systemically important intermediaries during the global financial crisis. Intermediaries pledge productive capital as repo collateral to fund the...
Persistent link: https://www.econbiz.de/10011875637
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Injecting rational bubbles
Kocherlakota, Narayana Rao - In: Journal of economic theory 142 (2008) 1, pp. 218-232
Persistent link: https://www.econbiz.de/10003766377
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On rational exuberance
Bosi, Stefano; Seegmuller, Thomas - In: Mathematical social sciences 59 (2010) 2, pp. 249-270
Persistent link: https://www.econbiz.de/10009300893
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A three-state rational greater-fool bubble model with intertemporal consumption smoothing
Liu, Feng; White, Joseph S.; Conlon, John R. - In: International economic review 64 (2023) 4, pp. 1565-1594
Persistent link: https://www.econbiz.de/10014436858