Rational Asset Pricing Bubbles
From MaRDI portal
Publication:4339080
Recommendations
Cited in
(only showing first 100 items - show all)- Segmentation and beliefs: a theory of self-fulfilling idiosyncratic risk
- Arbitrage theory with state-price deflators
- Portfolio constraints, differences in beliefs and bubbles
- INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1
- Inefficient bubbles and efficient drawdowns in financial markets
- A note on almost sure uniform and complete convergences of a sequence of random variables
- Bubble economics
- Rational bubbles and middlemen
- Debt and welfare in economies with land
- Media trading groups and short selling manipulation
- Real indeterminacy and dynamics of asset price bubbles in general equilibrium
- A note on effects of rational bubble on portfolios
- Stock market bubbles and unemployment
- Toxic asset bubbles
- Asset-return anomalies in a monetary economy
- Rational bubbles. A test
- Introduction to economic theory of bubbles
- Safe asset shortages and asset price bubbles
- Sectoral bubbles, misallocation, and endogenous growth
- Asset bubbles and inflation as competing monetary phenomena
- Rational bubbles and expectation-driven fluctuations
- Asset price bubbles, market liquidity, and systemic risk
- Asset market equilibrium: A simulation
- Optimism, pessimism and financial bubbles
- Charges as equilibrium prices and asset bubbles
- Rational housing bubble
- Classic rational bubbles and representativeness
- On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
- Nonshiftable capital, affine price expectations and convergence to the golden rule.
- Long-lived collateralized assets and bubbles
- Bubbles and multiple-factor asset pricing models
- Monopolistic competition, dynamic inefficiency and asset bubbles.
- Short-covering bubbles
- Internal rationality, imperfect market knowledge and asset prices
- Complex stock price dynamics under Max Weber's spirit of capitalism hypothesis
- A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences
- Crashing of efficient stochastic bubbles
- Financial segmentation and collateralized debt in infinite-horizon economies
- Banking bubbles and financial crises
- Ex ante versus interim rationality and the existence of bubbles
- Bubbles as payoffs at infinity
- Injecting rational bubbles
- Infinite-maturity public debt and the fiscal theory of the price level
- Dividend paying assets, the unit root property, and suboptimality
- Optimality in stochastic OLG models: theory for tests
- On infinite-horizon minimum-cost hedging under cone constraints
- Financial bubbles and capital accumulation in altruistic economies
- Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
- General equilibrium, wariness and efficient bubbles
- Asset returns in an endogenous growth model with incomplete markets
- The simplest rational greater-fool bubble model
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices
- General equilibrium, preferences and financial institutions after the crisis
- Fiat money and the value of binding portfolio constraints
- Differentiability of the value function in continuous-time economic models
- Asset bubbles, entrepreneurial risks, and economic growth
- Introduction to economic theory of bubbles. II
- Robust bubbles with mild penalties for default
- On the inception of financial representative bubbles
- A leverage-based model of speculative bubbles
- Bubbles and trading in incomplete markets
- Rational asset pricing bubbles and debt constraints
- Bubbly Markov equilibria
- Asset shortages, liquidity and speculative bubbles
- Martingale properties of self-enforcing debt
- A particle model for the herding phenomena induced by dynamic market signals
- TRANSACTION SERVICES AND ASSET-PRICE BUBBLES
- Differentiability of the value function without interiority assumptions
- Learning, rare events, and recurrent market crashes in frictionless economies without intrinsic uncertainty
- Fundamental bubbles in equity markets
- Asset prices, debt constraints and inefficiency
- Asset bubbles and efficiency in a generalized two-sector model
- Rational asset pricing bubbles and portfolio constraints
- Capital regulation and banking bubbles
- Intertemporal equilibrium with financial asset and physical capital
- A computational view of market efficiency
- Status seeking and bubbles
- Asset Bubbles and Overlapping Generations
- Ascendant altruism and asset price bubbles
- Endogenous trading constraints with incomplete asset markets
- Asset bubbles and borrowing constraints
- DEFLATIONARY BUBBLES
- Introduction to financial frictions and debt constraints
- On the positive fundamental value of money with short-sale constraints
- Asset price fluctuations without aggregate shocks
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- On the irrelevance of financial policy under market incompleteness and trading constraints
- A remark on the fiscal theory of price determination
- THE 2012 LAWRENCE R. KLEIN LECTURE: BUBBLES IN PRICES OF EXHAUSTIBLE RESOURCES*
- An approach to the absence of price bubbles through state-price deflators
- Asset price bubbles from poorly aggregated information: a parametric example
- Short sales, destruction of resources, welfare
- Incomplete markets and volatility
- Non-existence of recursive equilibria on compact state spaces when markets are incomplete.
- Testable implications of consumption-based asset pricing models with incomplete markets.
- Numerical simulation of nonoptimal dynamic equilibrium models
- Bubbly bailout
- Asset price bubbles in incomplete markets
- Rational equilibrium asset-pricing bubbles in continuous trading models
- On fragility of bubbles in equilibrium asset pricing models of Lucas-type
This page was built for publication: Rational Asset Pricing Bubbles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4339080)
