Advanced Search Results For "ECONOMIC bubbles"
Your filters
A Mathematical Model of Financial Bubbles: A Behavioral Approach.
Publication Type: Academic Journal
Source(s): Mathematics (2227-7390). Oct2023, Vol. 11 Issue 19, p4102. 17p.
Abstract: In this work, we propose a mathematical model to describe the price trends of unsustainable growth, abrupt collapse, and eventual stabilization characteristic of financial bubbles. The proposed model uses a set of ordinary differential equations to dep...
Dynamics of the Three-Compartment Financial Bubble Model under the Mittag-Leffler Operator.
Publication Type: Academic Journal
Source(s): Fractal & Fractional. Aug2023, Vol. 7 Issue 8, p608. 17p.
Abstract: This paper presents an investigation into the dynamics of the emerging three-compartment financial bubble problem using a new non-singular kernel Atangana–Baleanu derivative operator. The problem is tested for at least one solution, and a unique root i...
Asset bubbles and frictional intermediation.
Publication Type: Academic Journal
Source(s): Economic Theory. Oct2023, Vol. 76 Issue 3, p921-961. 41p.
Abstract: I study the impact of intermediation friction on asset bubbles in an infinite horizon model where rational asset bubbles serve as store of value and collateral. Intermediation friction is characterized from two aspects, the interest rate spread and the...
The estimation of house bubbles during the time of pandemic: a study of Australia.
Publication Type: Academic Journal
Source(s): Applied Economics. Oct-Nov2023, Vol. 55 Issue 51, p6076-6089. 14p. 4 Charts, 13 Graphs.
Abstract: While the economy slid into a recession since the onset of the COVID-19 pandemic, the house prices in many markets have reached historical highs. This research aims to examine how much the recent large increases in the prices can be explained by bubble...
Are the Liquidity and Collateral Roles of Asset Bubbles Different?
Publication Type: Academic Journal
Source(s): Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Sep2023, Vol. 55 Issue 6, p1443-1473. 31p.
Abstract: Several papers explain why asset bubbles are observed when growth is large. These papers differ in the role of the bubble, used to provide liquidities or as collateral in a borrowing constraint. We compare the liquidity and collateral roles of bubbles ...
Testing for financial bubbles in the presence of auto-correlated errors.
Publication Type: Academic Journal
Source(s): Statistical Journal of the IAOS. 2023, Vol. 39 Issue 3, p721-727. 7p.
Abstract: How to detect financial bubble? In response to this question, a vast amount of empirical research is devoted spanning almost half-century. However, identifying unambiguously the presence of a bubble in the financial time series remains an unsolved prob...
The Housing Bubble and Consumer Bankruptcy (Parts I and II).
Publication Type: Academic Journal
Source(s): American Bankruptcy Law Journal. Summer2023, Vol. 97 Issue 2, p394-437. 44p.
Abstract: The article discusses legal issues involving bankruptcy cases and the housing bubble in the U.S., particularly concerning chapter 7 and chapter 13 bankruptcy filings. Also cited are the Supreme Court ruling in the case Dewsnup v. Timm in which the cour...
Bubbles in history.
Publication Type: Academic Journal
Source(s): Business History. Jun2023, Vol. 65 Issue 4, p636-655. 20p. 3 Charts.
Abstract: Bubbles have become ubiquitous. This ubiquity has stimulated research over the past three decades into bubbles in history. In this article, we provide a systematic overview of research into historical bubbles. Our analysis reveals that there is no cohe...
A South Sea Bubble in the Making?
Publication Type: Report
Source(s): Aircraft Value News. 12/5/2022, Vol. 31 Issue 26, p4-7. 4p. 1 Chart.
Abstract: The article offers information on the South Sea Bubble in the making with demand failing to match capacity as the values of freighters remain strong which is due to specific market conditions is leading to the assumption that the traffic can only conti...
IDENTIFICATION OF MULTIPLE BUBBLES IN TURKISH FINANCIAL MARKETS: EVIDENCE FROM GSADF APPROACH.
Publication Type: Academic Journal
Source(s): Marmara University Journal of Economic & Administrative Sciences. dec2021, Vol. 43 Issue 2, p231-252. 22p.
Abstract: 2005 ve 2021 yılları arasındaki dönemin dikkate alındığı bu çalışmada, hisse senedi (TL ve dolar bazında), tahvil, CDS, altın ve döviz gibi beş farklı finansal piyasanın haftalık frekansta kapanış fiyatları kullanılarak, bu fiyatlarda balon varlığı inc...