International transmission of bubble crashes in a two-country overlapping generations model

DOI10.1016/J.JMATECO.2016.01.004MaRDI QIDQ502346zbMATH OpenOpenAlexFDO

Authors Lise Clain-Chamosset-Yvrard, Takashi Kamihigashi

Publication date 4 January 2017

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2016.01.004

zbMATH Keywords

financial integrationinternational transmissionstationary sunspot equilibriastochastic bubbles

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• Bubbles and capital flows
• Bubbly Liquidity
• Exchange Rate Volatility in an Equilibrium Asset Pricing Model
• Introduction to economic theory of bubbles
• Money, Banking, and the Determination of Real and Nominal Exchange Rates
• Necessity of Transversality Conditions for Infinite Horizon Problems
• Optimism, pessimism and financial bubbles
• Quasi-fundamental exchange rate variation
• Uniqueness of asset prices in an exchange economy with unbounded utility

Cited in

(3)

• Bubbles, growth and imperfection of credit market in a two-country model
• Editorial: Introduction to international financial markets and banking systems crises
• Bubble economics

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