Intrinsic bubbles and asset price volatility

DOI10.1007/BF01213851zbMath0883.90015MaRDI QIDQ1367710

Burkhard Drees, Bernhard Eckwert

Publication date: 1 October 1997

Published in: Economic Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (1)

Price volatility and risk with non-separability of preferences

Cites Work

• Unnamed Item
• Stationary Pareto optimality of stochastic asset equilibria with overlapping generations
• Capital asset pricing in an overlapping generations model
• Dynamic efficiency in overlapping generations models with stochastic production
• Informational diversity over time and optimality of monetary equilibria
• Dominant root characterization of Pareto optimality and the existence of optimal equilibria in stochastic overlapping generations models
• Characterizing efficiency in stochastic overlapping generations models
• The role of money in supporting the Pareto optimality of competitive equilibrium in consumption-loan type models
• Existence and optimality of currency equilibrium in stochastic overlapping generations models: The pure endowment case
• Conditional Pareto optimality of stationary equilibrium in a stochastic overlapping generations model
• On the Possibility of Price Decreasing Bubbles
• Comparative Dynamics and Risk Premia in an Overlapping Generations Model
• Inflation and Asset Prices in an Exchange Economy
• Assessing Dynamic Efficiency: Theory and Evidence
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Asset Prices in an Exchange Economy
• Optimality of Stationary Asset Equilibria Under A Stochastic Inflation Tax
• Asset Bubbles and Overlapping Generations

This page was built for publication: Intrinsic bubbles and asset price volatility