Classic rational bubbles and representativeness

DOI10.1007/S10203-018-0205-4zbMATH Open1391.91123OpenAlexW2794438766MaRDI QIDQ1640173FDOQ1640173

Authors: Massimiliano Ferrara, Bruno Antonio Pansera, Francesco Strati 

Publication date: 13 June 2018

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-018-0205-4

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zbMATH Keywords

bubblesefficient market hypothesistransversality conditiondiagnostic expectations

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Title not available (Why is that?)
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Information, trade and common knowledge
• Agreeing to disagree
• Measuring Expectations
• Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
• On the Possibility of Speculation under Rational Expectations
• Necessity of Transversality Conditions for Infinite Horizon Problems
• Uniqueness of asset prices in an exchange economy with unbounded utility
• Stereotypes
• On the inception of financial representative bubbles
• No-bubble condition: model-free tests in housing markets

Cited In (2)

• Injecting rational bubbles
• On the inception of financial representative bubbles

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