Rational Asset Pricing Bubbles

Cited In (86)

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Toxic asset bubbles
Introduction to economic theory of bubbles
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On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Rational housing bubble
Nonshiftable capital, affine price expectations and convergence to the golden rule.
Long-lived collateralized assets and bubbles
Internal rationality, imperfect market knowledge and asset prices
A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences
Banking bubbles and financial crises
Injecting rational bubbles
Infinite-maturity public debt and the fiscal theory of the price level
Dividend paying assets, the unit root property, and suboptimality
On infinite-horizon minimum-cost hedging under cone constraints
Optimality in stochastic OLG models: theory for tests
Asset returns in an endogenous growth model with incomplete markets
General equilibrium, wariness and efficient bubbles
General equilibrium, preferences and financial institutions after the crisis
Fiat money and the value of binding portfolio constraints
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Differentiability of the value function in continuous-time economic models
Introduction to economic theory of bubbles. II
Robust bubbles with mild penalties for default
A leverage-based model of speculative bubbles
Bubbles and trading in incomplete markets
Rational asset pricing bubbles and debt constraints
A particle model for the herding phenomena induced by dynamic market signals
Martingale properties of self-enforcing debt
Fundamental bubbles in equity markets
Differentiability of the value function without interiority assumptions
Learning, rare events, and recurrent market crashes in frictionless economies without intrinsic uncertainty
Asset prices, debt constraints and inefficiency
Rational asset pricing bubbles and portfolio constraints
Capital regulation and banking bubbles
Intertemporal equilibrium with financial asset and physical capital
Asset bubbles and borrowing constraints
Endogenous trading constraints with incomplete asset markets
Asset price fluctuations without aggregate shocks
Introduction to financial frictions and debt constraints
On the positive fundamental value of money with short-sale constraints
Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
A remark on the fiscal theory of price determination
Incomplete markets and volatility
Short sales, destruction of resources, welfare
Non-existence of recursive equilibria on compact state spaces when markets are incomplete.
Testable implications of consumption-based asset pricing models with incomplete markets.
On fragility of bubbles in equilibrium asset pricing models of Lucas-type
Rational equilibrium asset-pricing bubbles in continuous trading models
Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation
Robust asset prices with bubbles
Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
The invisible hand and the rational agent are behind bubbles and crashes
Portfolio constraints, differences in beliefs and bubbles
Real indeterminacy and dynamics of asset price bubbles in general equilibrium
Debt and welfare in economies with land
A note on effects of rational bubble on portfolios
Short-covering bubbles
Arbitrage Theory with State-Price Deflators
Complex stock price dynamics under Max Weber's spirit of capitalism hypothesis
Crashing of efficient stochastic bubbles
Financial segmentation and collateralized debt in infinite-horizon economies
Financial bubbles and capital accumulation in altruistic economies
Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
The simplest rational greater-fool bubble model
Asset bubbles, entrepreneurial risks, and economic growth
Asset shortages, liquidity and speculative bubbles
Asset bubbles and efficiency in a generalized two-sector model
Ascendant altruism and asset price bubbles
A computational view of market efficiency
An approach to the absence of price bubbles through state-price deflators
THE 2012 LAWRENCE R. KLEIN LECTURE: BUBBLES IN PRICES OF EXHAUSTIBLE RESOURCES*
On the irrelevance of financial policy under market incompleteness and trading constraints
INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS
Bubbly bailout
Competitive prices for a stochastic input-output model with infinite time horizon
The perils of credit booms
A dynamical systems model of price bubbles and cycles
A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory
Segmentation and beliefs: a theory of self-fulfilling idiosyncratic risk
INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES¹
A note on almost sure uniform and complete convergences of a sequence of random variables
Bubble economics
Media trading groups and short selling manipulation

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