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  1. Real interest policy and the housing cycle
    Author: Eden, Bejamin
    Published: August 24, 2018
    Publisher:  Vanderbilt University, Department of Economics, Nashville, TN

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    Language: English
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    Format: Online
    Series: Vanderbilt University Department of Economics working papers ; 18, 00006
    Subjects: Housing-cycles; Interest Rate; Bubbles; Government loans
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  2. The origin of financial crises
    central banks, credit bubbles and the efficient market fallacy
    Published: 2008
    Publisher:  Harriman House, Petersfield

    "The Origin of Financial Crises" provides a compelling analysis of the forces behind today's economic crisis. In a series of disarmingly simple arguments George Cooper challenges the core principles of today's economic orthodoxy, explaining why... more

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    "The Origin of Financial Crises" provides a compelling analysis of the forces behind today's economic crisis. In a series of disarmingly simple arguments George Cooper challenges the core principles of today's economic orthodoxy, explaining why financial markets do not obey the efficient market principles described in today's economic textbooks but are instead inherently unstable and habitually crisis prone. The author describes the evolution of our modern monetary system, explaining along the way how financial instability emerged and why this instability required the development of central banking. Cooper claims that misguided faith in the power of free markets has led some central banks to neglect their core role of managing the financial system and instead caused them to pursue policies which promote a series of ever more violent boom-bust cycles."The Origin of Financial Crises" calls for a radical shift in central bank strategy the abandonment of inflation targeting and a paradigm shift in our attitude to economic policy. Along the way the reader will learn about the fundamentals of inflation and discover what policy makers can learn from the designers of the Eurofighter jet. They will also learn how an obscure paper on steam engines, written in 1868, by the inventor of colour photography shows us how to avoid repeating recent monetary policy mistakes. Uniquely, "The Origin of Financial Crises" presents tangible policy proposals aimed at helping break out of the seemingly endless procession of damaging boom-bust cycles

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 1281732311; 9781281732316; 9781435665309; 1435665309
    RVK Categories: QK 010 ; QK 640
    Subjects: Financial crises; Banks and banking, Central; Efficient market theory; Banks and banking, Central; Financial crises; Financial crises; Efficient market theory; Banks and banking, Central; BUSINESS & ECONOMICS ; Economics ; Microeconomics; Banks and banking, Central; Efficient market theory; Financial crises; Bankenkrise; Bankpolitik; Finanzkrise; Geldpolitik; Kreditmarkt; Kreditpolitik; Financiële crises; Finanzmarktkrise; Bankenkrise; Kreditmarkt; Bubbles; Effizienzmarktthese; Geldpolitik; Bankenpolitik; Kreditpolitik; USA
    Scope: Online Ressource (1 v.)
    Notes:

    Includes index. - Includes bibliographical references and index. - Description based on print version record

    Includes index

    CoverCopyright -- Contents -- Acknowledgements -- Preface -- 1. Introduction -- 2. Efficient Markets And Central Banks? -- 3. Money, Banks And Central Banks -- 4. Stable And Unstable Markets -- 5. Deceiving The Diligent -- 6. On (Central Bank) Governors -- 7. Minsky Meets Mandelbrot -- 8. Beyond The Efficient Market Fallacy -- 9. Concluding Remarks -- Appendix -- Index.
  3. Ben the bubble bear
    Author: Palmer, Melissa
    Published: 2019
    Publisher:  Routledge, London ; Taylor & Francis Group

    Ben the bear loves to blow bubbles, but what happens when he tries to blow the biggest bubble in the world? This picture book targets the /b/ sound, and is part of Speech Bubbles 1, a series of picture books that target specific speech sounds within... more

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    Ben the bear loves to blow bubbles, but what happens when he tries to blow the biggest bubble in the world? This picture book targets the /b/ sound, and is part of Speech Bubbles 1, a series of picture books that target specific speech sounds within the story. The series can be used for children receiving speech therapy, for children who have a speech sound delay/disorder, or simply as an activity for children's speech sound development and/or phonological awareness. They are ideal for use by parents, teachers or caregivers. Bright pictures and a fun story create an engaging activity perfect for sound awareness. Please see other titles in the series for stories targeting other speech sounds

     
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    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9780429356896; 0429356897; 9780367185237; 0367185237
    Subjects: Bears; Bubbles
    Scope: 1 Online-Ressource
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    "A Speechmark book
  4. Collateral booms and information depletion
    Author: Asriyan, Vladimir; Laeven, Luc; Martin, Alberto
    Published: (November 2018)
    Publisher:  GSE, Graduate School of Economics, Barcelona

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    Media type: Book
    Format: Online
    Edition: This versión: January 2019
    Series: Barcelona GSE working paper series ; no 1064
    Subjects: Credit Booms; Collateral; Information Production; Crises; Bubbles; Misallocation
    Scope: 1 Online-Ressource (circa 65 Seiten), Illustrationen
  5. Trading while sleepy?
    circadian mismatch and excess volatility in a global experimental asset market
    Author: Dickinson, David L.; Chaudhuri, Ananish; Greenaway-McGrevy, Ryan
    Published: September 2017
    Publisher:  Department of Economics, Appalachian State University, Boone, NC

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    Series: Department of Economics working paper / Appalachian State University ; number 17, 06
    Subjects: Asset Markets; Experiments; Bubbles; Sleep; Circadian rhythm
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  6. Stock market bubbles and the forecastability of gold returns (and volatility)
    Author: Gabauer, David; Gupta, Rangan; Karmakar, Sayar; Nielsen, Joshua
    Published: [2022]
    Publisher:  Department of Economics, University of Pretoria, Pretoria, South Africa

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    Series: Department of Economics working paper series / Department of Economics, University of Pretoria ; 2022, 28 (June 2022)
    Subjects: Gold; Stock Markets; Bubbles; Forecasting; Returns; Volatility
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  7. Econometric analysis of asset price bubbles
    Author: Shi, Shuping; Phillips, Peter C. B.
    Published: [2022]
    Publisher:  Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut

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    Series: Cowles Foundation discussion paper ; no. 2331 (June 2022)
    Subjects: Bubbles; econometrics identification; market fundamental; explosive root; multiplicity; S&P 500 composite index
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  8. Rational belief bubbles
    Author: Sohn, Hyun-U; Sornette, Didier
    Published: 2020
    Publisher:  Swiss Finance Institute, Geneva

    We propose an extension of the class of rational expectations bubbles (REBs) to the more general rational beliefs setting of Kurz (1994a,b). In a potentially non-stationary but stationarizable environment, among an heterogenous population of agents,... more

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    We propose an extension of the class of rational expectations bubbles (REBs) to the more general rational beliefs setting of Kurz (1994a,b). In a potentially non-stationary but stationarizable environment, among an heterogenous population of agents, it is possible to hold more than one "rational" expectation. When rational but diverse beliefs converge ("correlated beliefs"), they do not cancel each other out in aggregate anymore. This can make them an object of rational speculation. Accounting for the fact that market efficiency has an intrinsic time dimension, we show that diverse but correlated beliefs can thus account for speculative bubbles, without the need for irrational agents or limits to arbitrage. Many of the shortcomings of REBs that make rational bubbles implausible can be overcome once we relax the ergodicity requirement. In particular, we argue that the hitherto unexplained "bubble component" of REBs corresponds to an extension of the state space in Kurz and Motolese (2011)

     
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    Series: Research paper series / Swiss Finance Institute ; no 20, 05
    Swiss Finance Institute Research Paper ; No. 20-05
    Subjects: Asset pricing; Bubbles; Efficient markets; Rational expectations; Rational Beliefs; Aggregation; Heterogeneous expectations; Correlated beliefs
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  9. Deep learning for asset bubbles detection
    Author: Bashchenko, Oksana; Marchal, Alexis
    Published: 2020
    Publisher:  Swiss Finance Institute, Geneva

    We develop a methodology for detecting asset bubbles using a neural network. We rely on the theory of local martingales in continuous-time and use a deep network to estimate the diffusion coefficient of the price process more accurately than the... more

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    We develop a methodology for detecting asset bubbles using a neural network. We rely on the theory of local martingales in continuous-time and use a deep network to estimate the diffusion coefficient of the price process more accurately than the current estimator, obtaining an improved detection of bubbles. We show the outperformance of our algorithm over the existing statistical method in a laboratory created with simulated data. We then apply the network classification to real data and build a zero net exposure trading strategy that exploits the risky arbitrage emanating from the presence of bubbles in the US equity market from 2006 to 2008. The profitability of the strategy provides an estimation of the economical magnitude of bubbles as well as support for the theoretical assumptions relied on

     
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    Series: Research paper series / Swiss Finance Institute ; no 20, 08
    Swiss Finance Institute Research Paper ; No. 20-08
    Subjects: Bubbles; Strict local martingales; High-frequency data; Deep learning; LSTM
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  10. News, noise and oil price swings
    Author: Gambetti, Luca; Moretti, Laura
    Published: [2017]
    Publisher:  Central Bank of Ireland, [Dublin]

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    Series: Research technical paper / Central Bank of Ireland ; RT 17, 12
    Subjects: Oil price shocks; Bubbles; Nonfundamentalness; SVAR; Imperfect Information
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  11. Speculation-driven business cycles
    Author: Bigio, Saki; Zilberman, Eduardo
    Published: [2019]
    Publisher:  Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro, Rio de Janeiro, RJ

    Speculation, in the spirit of Harrison and Kreps [1978], is introduced into a standard real business cycle model. Investors (speculators) hold heterogeneous beliefs about firm growth. Firm ownership, and thus, the firm's discount factor varies with... more

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    Speculation, in the spirit of Harrison and Kreps [1978], is introduced into a standard real business cycle model. Investors (speculators) hold heterogeneous beliefs about firm growth. Firm ownership, and thus, the firm's discount factor varies with waves of optimism and leverage. These waves ripple into firm investments in hours. The firm's discount discount factor links the equity premium and labor volatility puzzles. We obtain an upper bound to the amplification that can be generated by speculation for any model of beliefs - a factor of 1.5. A calibration based on diagnostic beliefs amplifies hours volatility by a factor of 1.15 and produces a bubble component of 20 percent.

     
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    Media type: Book
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    Other identifier:
    hdl: 10419/223380
    Series: Texto para discussão / PUC Rio, Departamento de Economia ; no. 669
    Subjects: Heterogeneous Beliefs; Business Cycles; Asset Prices; Speculation; Bubbles
    Scope: 1 Online-Ressource (circa 52 Seiten), Illustrationen
  12. Market depth, leverage, and speculative bubbles
    Author: Enders, Zeno; Hakenes, Hendrik
    Published: [2021]
    Publisher:  ECONtribute, Bonn

    We develop a model of rational bubbles based on leverage and the assumption of an imprecisely known maximum market size. In a bubble, traders push the asset price above its fundamental value in a dynamic way, driven by rational expectations about... more

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    We develop a model of rational bubbles based on leverage and the assumption of an imprecisely known maximum market size. In a bubble, traders push the asset price above its fundamental value in a dynamic way, driven by rational expectations about future price developments. At a previously unknown date, the bubble will endogenously burst. Households optimally decide whether to lend to traders with limited liability. Bubbles increase welfare of the initial asset holders, but reduce welfare of future households. We provide general conditions for the possibility of bubbles depending on uncertainty about market size, traders' degree of leverage and the risk-free rate. This allows us to discuss several policy measures. Capital requirements and a correctly implemented Tobin tax can prevent bubbles. Implemented incorrectly, however, these measures may create the possibility of bubbles and can reduce welfare.

     
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    hdl: 10419/228861
    Series: ECONtribute discussion paper ; no. 058 (January 2021)
    Subjects: Bubbles; Rational Expectations; Market Size; Liquidity; Financial Crises; Leveraged Investment; Capital Structure
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  13. Does mining fuel bubbles?
    an experimental study on cryptocurrency markets
    Author: Lambrecht, Marco; Sofianos, Andis; Xu, Yilong
    Published: September 24, 2020
    Publisher:  Universitätsbibliothek Heidelberg, Heidelberg

    Recent years have seen an emergence of decentralized cryptocurrencies that were initially devised as a payment system, but are increasingly being recognized as investment instruments.The price trajectories of cryptocurrencies have raised questions... more

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    Recent years have seen an emergence of decentralized cryptocurrencies that were initially devised as a payment system, but are increasingly being recognized as investment instruments.The price trajectories of cryptocurrencies have raised questions among economists and policy-makers, especially since such markets can have spillover effects on the real economy. We focus on two key properties of cryptocurrencies that may contribute to their pricing. In a controlledlab setting, we test whether pricing is influenced by costly mining, as well as entry barriers tothe mining technology. Our mining design resembles the proof-of-work mechanism employed by the vast majority of permissionless cryptocurrencies, such as Bitcoin. In our second condition, half of the traders have access to the mining technology, while the other half can only participate in the market. This is designed to model high concentration in cryptocurrency mining. In theabsence of mining, no bubbles or crashes occur. When costly mining is introduced, assets aretraded at prices more than 200% higher than fundamental value and the bubble peaks relativelylate in the trading periods. When only half of the traders can mine, prices surge much earlierand reach values of almost 400% higher than the fundamental value at the peak of the market. Overall, the proof-of-work mechanism seems to fuel overpricing, which is further intensified byconcentration in mining.

     
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    hdl: 10419/235013
    Series: Discussion paper series / University of Heidelberg, Department of Economics ; no. 690
    Subjects: Bitcoin; Spekulative Blase; Virtuelle Währung; Bitcoin; Bubbles; Cryptocurrency; Financial Market Experiment
    Scope: 1 Online-Ressource (46 Seiten), Diagramme
  14. Bubbles in history
    Author: Quinn, William; Turner, John D.
    Published: September 2020
    Publisher:  Queen's University Centre for Economic History, Belfast

    Bubbles have become ubiquitous. This ubiquity has stimulated research over the past three decades into bubbles in history. In this article, we provide a systematic overview of research into historical bubbles. Our analysis reveals that there is no... more

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    Bubbles have become ubiquitous. This ubiquity has stimulated research over the past three decades into bubbles in history. In this article, we provide a systematic overview of research into historical bubbles. Our analysis reveals that there is no coherent approach to the study of bubbles and much of the debate has unhelpfully focussed on the rationality/irrationality dichotomy. We then suggest a new framework for the study of historical bubbles, which helps us understand the causes of bubbles and their economic consequences. We conclude by suggesting ways in which business history can contribute to the study of historical bubbles.

     
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    hdl: 10419/224837
    Series: QUCEH working paper series ; 2020, 07
    Subjects: Bubbles; Business History; Speculation
    Scope: 1 Online-Ressource (circa 34 Seiten)
  15. Does mining fuel bubbles?
    An experimental study on cryptocurrency markets
    Author: Lambrecht, Marco; Sofianos, Andis; Xu, Yilong
    Published: 09 Jun. 2021
    Publisher:  Heidelberg University, Department of Economics, Heidelberg

    The massive price bubbles of decentralized cryptocurrencies, such as Bitcoin, have created a puzzle for economists. How can a non-revenue-generating asset exhibit such extreme price dynamics, forming multiple episodes of bubbles and crashes since its... more

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    The massive price bubbles of decentralized cryptocurrencies, such as Bitcoin, have created a puzzle for economists. How can a non-revenue-generating asset exhibit such extreme price dynamics, forming multiple episodes of bubbles and crashes since its creation? The answer is not straightforward, since cryptocurrencies differ in several important aspects from other conventional assets. In this paper, we investigate how key features associated with the Proof-of-Work consensus mechanism affect pricing. In a controlled laboratory experiment, we observe that the formation of price bubbles can be causally attributed to mining. Moreover, bubbles are more pronounced if the mining capacity is centralized to a small group of individuals. Analysis of the order book data reveals that miners seem to play a crucial role in bubble formation. The results demonstrate that high price volatility is an inherent feature of cryptocurrencies based on a mining protocol, which seriously limits any prospects for such assets truly becoming a medium of exchange.

     
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    hdl: 10419/235026
    Edition: 1. Überarbeitung
    Series: AWI discussion paper series ; no. 703 (May 2021)
    Subjects: Bitcoin; Bubbles; Cryptocurrency; Financial Market Experiment
    Scope: 1 Online-Ressource (58 Seiten), Illustrationen
  16. On the non-existence of a zero-tax steady state with incomplete asset markets
    Author: Nakajima, Tomoyuki; Takahashi, Shuhei
    Published: March 2020
    Publisher:  Kyoto University, Kyoto, Japan

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    Series: KIER discussion paper series ; no. 1025
    Subjects: Government assets; Equilibrium existence; Zero taxes; Bubbles; Incomplete markets; Heterogeneous agents
    Scope: 1 Online-Ressource (circa 22 Seiten), Illustrationen
  17. Policy, institutions and misallocation
    Author: Yuan, Yangzhou
    Published: 2023
    Publisher:  Department of Economics, Stockholm University, Stockholm

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    Media type: Dissertation
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    ISBN: 9789180143813
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    Series: Dissertations in economics ; 2023, 2
    Subjects: Misallocations; Bubbles; Financial Frictions; Fertility Constraints
    Scope: 1 Online-Ressource (circa 163 Seiten), Illustrationen
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    Dissertation, Stockholm University, 2023
  18. A panel clustering approach to analyzing bubble behavior
    Author: Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun
    Published: Feb 2022
    Publisher:  Singapore Management University, Singapore

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    Series: SMU economics and statistics working paper series ; paper no. 2022, 01
    Subjects: Bubbles; Clustering; Mildly explosive behavior; k-means; Latent membership detection
    Scope: 1 Online-Ressource (circa 57 Seiten), Illustrationen
  19. A panel clustering approach to analyzing bubble behavior
    Author: Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun
    Published: [2022]
    Publisher:  Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut

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    Series: Cowles Foundation discussion paper ; no. 2323 (February 2022)
    Subjects: Bubbles; Clustering; Mildly explosive behavior; k-means; Latent membership detection
    Scope: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  20. Shedding lights on leaning against the wind
    Author: Vassalli, Federica; Tancioni, Massimiliano
    Published: [2023]
    Publisher:  Sapienza università di Roma, Roma

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    Edition: Latest version: January 10, 2023
    Series: Working paper / Department of Economics and Law, Sapienza University of Rome ; no. 234 (January 2023)
    Subjects: Monetary Policy; Bubbles; LAW; BVAR
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  21. Bubbles and the value of innovation
    Author: Haddad, Valentin; Ho, Paul; Loualiche, Erik
    Published: 2020
    Publisher:  The Federal Reserve Bank of Richmond, Richmond

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 384
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Working paper series / The Federal Reserve Bank of Richmond ; WP 20, 08
    Subjects: Bubbles; Innovation; patents
    Scope: 1 Online-Ressource (circa 92 Seiten), Illustrationen
  22. Price bubbles in private real estate
    Author: Cincinelli, Peter; Tsolacos, Sotiris; Urga, Giovanni
    Published: [2023]
    Publisher:  Centre for Econometric Analysis, Bayes Business School, London

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CEA@Bayes working paper series ; WP-CEA-2023, 02
    Subjects: Bubbles; Commercial Real Estate; Explosive behavior; Real estate price index
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  23. Endogenous business cycles with bubbles
    Author: Asaoka, Shintaro
    Published: [2020]
    Publisher:  RIETI, [Tokyo, Japan]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: RIETI discussion paper series ; 20-E, 041 (May 2020)
    Subjects: Bubbles; Endogenous growth; Business cycles
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen
  24. Reserve requirements and bubbles
    Author: Asaoka, Shintaro
    Published: [2020]
    Publisher:  RIETI, [Tokyo, Japan]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Rechte
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    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: RIETI discussion paper series ; 20-E, 042 (May 2020)
    Subjects: Bubbles; Reserve requirement
    Scope: 1 Online-Ressource (circa 20 Seiten), Illustrationen
  25. Steady-state distributions for models of bubbles
    their existence and econometric implications
    Author: Knight, John L.; Satchell, Stephen; Srivastava, Nandini
    Published: 2012
    Publisher:  School of Economics, Mathematics an Statistics, Birkbeck College, Univ. of London, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Speicherung
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Birkbeck working papers in economics & finance ; 12,08
    Subjects: Bubbles; Asset prices; Steady state; Non-linear time series; TAR Models
    Scope: Online-Ressource (PDF-Datei: [27] S., 470,14 KB)