A robust model of bubbles with multidimensional uncertainty

DOI10.3982/ECTA7887MaRDI QIDQ2859519zbMATH OpenOpenAlexFDO

Authors Antonio Doblas-Madrid

Publication date 8 November 2013

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta7887

zbMATH Keywords

bubblescoordinationnoisy prices

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• A finite model of riding bubbles
• Bubbles and Crashes
• Asset price bubbles from heterogeneous beliefs about~mean reversion rates
• Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
• Financial asset price bubbles under model uncertainty

Cited in

(26)

• A formalization of the greater fools theory with dynamic epistemic logic
• The simplest rational greater-fool bubble model
• Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
• Rational destabilization in a frictionless market
• Snowballing private information
• Bubbles and persuasion with uncertainty over market sentiment
• (A)symmetric information bubbles: experimental evidence
• Bubbles, crashes and risk
• Introduction to economic theory of bubbles. II
• A finite model of riding bubbles
• Financial Bubbles: A Learning Effect Modelling Approach
• On the Robustness of Bubbles in Linear RE Models
• A leverage-based model of speculative bubbles
• Throwing good money after bad
• Bubbles and Crashes
• Inefficient bubbles and efficient drawdowns in financial markets
• Rational bubbles and middlemen
• A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING
• Short-covering bubbles
• Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise
• Optimal bubble riding: a mean field game with varying entry times
• Bank loan caps, debt substitution, and synchronization risk in credit crises
• A simple higher-order rational email-game bubble model
• A model of regret, investor behavior, and market turbulence
• Portfolio constraints, differences in beliefs and bubbles
• Asset price bubbles from poorly aggregated information: a parametric example

This page was built for publication: A robust model of bubbles with multidimensional uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2859519)