Optimism, pessimism and financial bubbles
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Publication:1994428
DOI10.1016/J.JEDC.2014.01.022zbMATH Open1402.91514OpenAlexW2155214236MaRDI QIDQ1994428FDOQ1994428
Authors: Bertrand Wigniolle 
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2014.01.022
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Macroeconomic theory (monetary models, models of taxation) (91B64) Economics of information (91B44) Economic growth models (91B62)
Cites Work
- Assessing Dynamic Efficiency: Theory and Evidence
- Bubbly Liquidity
- Asset Bubbles and Overlapping Generations
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Intertemporal Asset Pricing under Knightian Uncertainty
- Behavioral heterogeneity in stock prices
- Stationary monetary equilibria in overlapping generations models with incomplete markets
- Dominant root characterization of Pareto optimality and the existence of optimal equilibria in stochastic overlapping generations models
- Title not available (Why is that?)
- Optimism, pessimism and financial bubbles
- On rational exuberance
- Stationary equilibria in an overlapping generations economy with stochastic production
- Stationary Pareto optimality of stochastic asset equilibria with overlapping generations
- Social Security and Demographic Shocks
- More hedging instruments may destabilize markets
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
- Characterizing efficiency in stochastic overlapping generations models
Cited In (6)
- Optimism, pessimism and financial bubbles
- Idiosyncratic risks, self-insurance, and stochastic bubbles
- An exploration of the effects of pessimism and doubt on asset returns.
- Rational bubbles and macroeconomic fluctuations: the (de-)stabilizing role of monetary policy
- International transmission of bubble crashes in a two-country overlapping generations model
- A note on effects of rational bubble on portfolios
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