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Optimal Macroprudential Policy and Asset Price Bubbles
Biljanovska, Nina - 2019
that the macroprudential policy should optimally respond to building asset price bubbles non-monotonically depending on the …
Persistent link: https://www.econbiz.de/10012862442
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Bubble Sentiment
Li, Gen - 2020
predicts a bubble’s future maximum drawdown …
Persistent link: https://www.econbiz.de/10014352275
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Inefficient Bubbly Booms?
Dong, Feng; Jiao, Yang; Sun, Haoning - 2023
We show the competing effects of a housing bubble on the real economy by developing a two-sector dynamic model with housing production. On the one hand, firms can sell or collateralize their houses to obtain financing, so a housing bubble helps firms obtain credit to finance their investment and...
Persistent link: https://www.econbiz.de/10014353342
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A Theory of Aggregate Demand Fluctuations and Asset Bubbles
Krishnan, Rohit - 2010
traditional economic theory, specifically the AD-AS model of New Keynesian Theory. This model is utilized for its dual uses of … a few modest proposals that could serve as a warning mechanism against future bubbles and Great Depressions. We look … into such a system here to model how bubbles form in economic systems as a consequence of its current architecture and …
Persistent link: https://www.econbiz.de/10013143285
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On bubbles in cryptocurrency prices
Oordt, Maarten R. C. van - 2024
This paper investigates how cryptocurrencies relate to concepts such as bubbles, Ponzi-schemes and digital gold in a …
Persistent link: https://www.econbiz.de/10014634056
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Estimating Stock Market Volatility with Asymmetric Arch, GARCH and Expanded GARCH Models
Jianguo, Wei - 2016
Purpose: This paper examines the volatility of stock return in Dhaka stock exchange, BangladeshMethodology: Using Random Walk model (RW), Autoregressive model (AR), Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model, and extensive GARCH model with Normal, and Student...
Persistent link: https://www.econbiz.de/10012979338
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Bank Share Prices, Oil Prices and Greek Stock Market
Georgiou, Miltiades N. - 2015
Persistent link: https://www.econbiz.de/10013027323
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Towards a general theory of the stock market
Fender, John - 2015
Persistent link: https://www.econbiz.de/10011389962
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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
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Framing Effects in Stock Market Forecasts : The Difference between Asking for Prices and Asking for Returns
Glaser, Markus; Weber, Martin; Langer, Thomas; … - 2007
Studies analyzing return expectations of financial market participants like fund managers, CFOs or individual investors are highly influential in academia and practice. We argue and show that the results in these surveys above are easily influenced by the elicitation mode of return expectations....
Persistent link: https://www.econbiz.de/10014049855