This paper develops a linear and tractable model of financial bubbles. I demonstrate the application of the linear model and study the root causes of financial bubbles. Moreover, I derive leading properties of bubbles. This model enables investors and regulators to react to market dynamics in a timely manner. In conclusion, the linear model is helpful for the empirical verification and detection of financial bubbles
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in ...
This paper characterizes systematic risk stemming from the possible occurrence of price bubbles and ...
We present an extrapolative model of bubbles. In the model, many investors form their demand for a r...
Usually financial crises go along with bubbles in asset prices, such as the housing bubble in the US...
Usually financial crises go along with bubbles in asset prices, such as the housing bubble in the US...
This thesis is concerned with the systematic analysis of economic bubbles. This is done through a re...
Financial bubbles are notable for disruptive events and severe financial consequences that adversely...
The article deals with economic bubbles and analyses their possible causes and tools for the predict...
The thesis deals with bubbles in financial markets, causes these bubbles and the ant model. The aim ...
Modeling and Forecasting of Financial Bubbles The purpose of the Bachelor's thesis is to survey the ...
Modeling and Forecasting of Financial Bubbles The purpose of the Bachelor's thesis is to survey the ...
In this work, we aim to formalize the inception of representative bubbles giving the condition under...
It is common knowledge that the more prices deviate from fundamentals, the more likely it is for pri...
We present an extrapolative model of bubbles. In the model, many investors form their demand for a r...
In this work, we aim to formalize the inception of representative bubbles giving the condition under...
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in ...
This paper characterizes systematic risk stemming from the possible occurrence of price bubbles and ...
We present an extrapolative model of bubbles. In the model, many investors form their demand for a r...
Usually financial crises go along with bubbles in asset prices, such as the housing bubble in the US...
Usually financial crises go along with bubbles in asset prices, such as the housing bubble in the US...
This thesis is concerned with the systematic analysis of economic bubbles. This is done through a re...
Financial bubbles are notable for disruptive events and severe financial consequences that adversely...
The article deals with economic bubbles and analyses their possible causes and tools for the predict...
The thesis deals with bubbles in financial markets, causes these bubbles and the ant model. The aim ...
Modeling and Forecasting of Financial Bubbles The purpose of the Bachelor's thesis is to survey the ...
Modeling and Forecasting of Financial Bubbles The purpose of the Bachelor's thesis is to survey the ...
In this work, we aim to formalize the inception of representative bubbles giving the condition under...
It is common knowledge that the more prices deviate from fundamentals, the more likely it is for pri...
We present an extrapolative model of bubbles. In the model, many investors form their demand for a r...
In this work, we aim to formalize the inception of representative bubbles giving the condition under...
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in ...
This paper characterizes systematic risk stemming from the possible occurrence of price bubbles and ...
We present an extrapolative model of bubbles. In the model, many investors form their demand for a r...