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Oura, Hiroko - 2004

Persistent link: https://www.econbiz.de/10003387317

Bacchetta, Philippe; Tille, Cédric; Van Wincoop, Eric - 2011

There has been a long debate about whether speculators are stabilizing or not. We consider a model where speculators have a stabilizing role in normal times, but may also provoke large risk panics. The very feature that makes arbitrageurs liquidity providers in normal times, namely their...

Persistent link: https://www.econbiz.de/10009009577

Regulating asset price risk

Bacchetta, Philippe; Tille, Cédric; Van Wincoop, Eric - 2011

Persistent link: https://www.econbiz.de/10009011744

Explaining what leads up to stock market crashes : a phase transition model and scalability dynamics

Yalamova, Rossitsa; McKelvey, Bill - In: The journal of behavioral finance : a publication of … 12 (2011) 3, pp. 169-182

Persistent link: https://www.econbiz.de/10009376231

When everyone runs for the exit

Pedersen, Lasse Heje - In: International journal of central banking : IJCB 5 (2009) 4, pp. 177-199

Persistent link: https://www.econbiz.de/10009521380

Regulating asset price risk

Bacchetta, Philippe; Tille, Cédric; Winccoop, Eric van - In: The American economic review 101 (2011) 3, pp. 410-412

Persistent link: https://www.econbiz.de/10009267149

Herding on fundamental information : a comparative study

Galariotis, Emilios C.; Rong, Wu; Spyrou, Spyros I. - In: Journal of banking & finance 50 (2015), pp. 589-598

Persistent link: https://www.econbiz.de/10010510181

Investor herding behavior and its effect on stock market boom-bust cycles

Hammami, Haifa; Boujelbene, Younes - In: The IUP journal of applied finance : IJAF 21 (2015) 1, pp. 38-53

Persistent link: https://www.econbiz.de/10011300783

An analytical review of volatility metrics for bubbles and crashes

Vogel, Harold L.; Werner, Richard A. - In: International review of financial analysis 38 (2015), pp. 15-28

Persistent link: https://www.econbiz.de/10011337638

Implicit government guarantees and bank herding behavior

Rüffer, Rasmus - 1999

tie these features together in a model of banks' herding behavior. Most existing models of herding behavior can explain … the other hand, many models that try to explain excessive risk-taking do not contain any incentive for herding. This paper … develops astate-preference model of simultaneous herding and excessive risktaking. Thus, the model can help in understanding …

Persistent link: https://www.econbiz.de/10010470801