Nothing Special   »   [go: up one dir, main page]
create a website
Money, Stock Prices and Central Banks – Cross-Country Comparisons of Cointegrated VAR Models. (2013). Belke, Ansgar ; Wiedmann, Marcel .
In: ROME Working Papers.
RePEc:rmn:wpaper:201308.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 83

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abreu, D., Brunnermeier, M.K., 2003. Bubbles and crashes. Econometrica 71, 173204. Adalid, R., Detken, C., 2007. Liquidity shocks and asset price boom/bust cycles. ECB Working Paper Series No. 732.

  2. Adrian, T., Shin, H.S., 2007. Liquidity, monetary policy and nancial cycles. Current Issues in Economics and Finance 14.
    Paper not yet in RePEc: Add citation now

  3. Allen, F., Gale, D., 2000. Bubbles and crises. The Economic Journal 110, 236255.

  4. Allen, F., Gale, D., 2002. Liquidity, asset prices and systemic risk, in: CGFS Conference Vol. No. 2, Part 1, October 2002.
    Paper not yet in RePEc: Add citation now

  5. Baks, K., Kramer, C., 1999. Global liquidity and asset prices: Measurement, implications, and spillovers. IMF Working Paper No. 168.

  6. Ball, L., Cecchetti, S.G., 1990. Ination and uncertainty at short and long horizons. Brookings Papers on Economic Activity No. 1, 215254.
    Paper not yet in RePEc: Add citation now
  7. BankofEngland, 2006. Monetary and Financial Statistics: Monetary and Financial Statistics Division - Handbooks in Central Banking No. 25. Bank of England.
    Paper not yet in RePEc: Add citation now

  8. BeDuc, L., Mayerlen, F., Sola, P., 2008. The monetary presentation of the euro area balance of payments. ECB Occasional Paper Series 12.

  9. Belke, A., Bordon, I.G., Hendricks, T.W., 2009. Global liquidity and commodity prices. Ruhr Economic Papers No. 102.
    Paper not yet in RePEc: Add citation now

  10. Belke, A., Orth, W., Setzer, R., 2008. Sowing the seeds for the subprime crisis: Does global liquidity matter for housing and other asset prices? International Economics and Economic Policy 5, 403424.

  11. Belke, A., Polleit, T., 2009. Monetary Economics in Globalised Financial Markets. Springer-Verlag.

  12. Bernanke, B.S., Kuttner, K.N., 2005. What explains the stock market's reaction to federal reserve policy? The Journal of Finance 60, 12211257.

  13. Blanchard, O., 2009. Macroeconomics. 5th edition ed., Prentice Hall International.
    Paper not yet in RePEc: Add citation now
  14. Borio, C., Kennedy, N., Prowse, S., 1994. Exploring aggregate asset price uctuations across countries. BIS Economic Papers No. 40.
    Paper not yet in RePEc: Add citation now
  15. Brüggemann, R., Lütkepohl, H., 2006. A small monetary system for the euro area based on german data. Journal of Applied Econometrics 21, 683702.
    Paper not yet in RePEc: Add citation now

  16. Browne, F., Cronin, D., 2007. Commodity prices, money and ination. ECB Working Paper Series No. 738.

  17. Brunner, K., 1961. Some major problems in monetary theory. American Economic Review 51, 4756.
    Paper not yet in RePEc: Add citation now

  18. Brunnermeier, M., Nagel, S., 2004. Hedge funds and the technology bubble. The Journal of Finance 59, 20132040.

  19. Brunnermeier, M.K., Pedersen, L.H., 2007. Market liquidity and funding liquidity. NBER Working Paper Series No. 12939.

  20. Campbell, J.Y., Lo, A.W., MacKinlay, A.C., 1997. The Econometrics of Financial Markets. Princeton University Press.
    Paper not yet in RePEc: Add citation now

  21. Cassola, N., Morana, C., 2002. Monetary policy and the stock market in the euro area. ECB Working Paper Series No. 119.

  22. Chen, N.F., Roll, R., Ross, S.A., 1986. Economic forces and the stock market. Journal of Business 59, 383403.

  23. Cheung, Y.W., Ng, L.K., 1998. International evidence on the stock market and aggregate economic activity. Journal of Empirical Finance 5, 281296.

  24. Christensen, A.M., Nielsen, H.B., 2003. Has US monetary policy followed the Taylor rule? A cointegration analysis 1988-2002. Working Paper URL: http://www.edgepage.
    Paper not yet in RePEc: Add citation now

  25. Döpke, J., Hartmann, D., Pierdzioch, C., 2006a. Forecasting stock market volatility with macroeconomic variables in real time. Deutsche Bundesbank - Discussion Paper Series 2: Banking and Financial Studies No. 01/2006.

  26. Döpke, J., Hartmann, D., Pierdzioch, C., 2006b. Real-time macroeconomic data and ex ante predictability of stock returns. Deutsche Bundesbank - Discussion Paper Series 1: Economic Studies No. 10/2006.

  27. Dhakal, D., Kandil, M., Sharma, S.C., 1993. Causality between the money supply and share prices: A VAR investigation. Quarterly Journal of Business & Economics 32, 5274.
    Paper not yet in RePEc: Add citation now

  28. Durham, J.B., 2003. Does monetary policy aect stock prices and treasury yields? An error correction and simultaneous equation approach. Finance and Economics Discussion Series No. 10/2003.

  29. ECB, 1999. Euro area monetary aggregates and their role in the eurosystem's monetary policy strategy.
    Paper not yet in RePEc: Add citation now
  30. ECB, 2003. Monetary presentation of the euro area balance of payments. ECB Monthly Bulletin June 2003, Box 1, 1516.
    Paper not yet in RePEc: Add citation now
  31. English, J.R., 2001. Applied Equity Analysis: Stock Valuation Techniques for Wall Street Professionals. McGraw-Hill Companies, Inc.
    Paper not yet in RePEc: Add citation now

  32. Friedman, M., 1988. Money and the stock market. Journal of Political Economy 96, 221245.

  33. Ganjarerndee, S., 2001. Thailand, in: Kim, Y.H. (Ed.), Government Bond Market Development in Asia. Asian Development Bank, pp. 642684.
    Paper not yet in RePEc: Add citation now
  34. Giese, J.V., Tuxen, C.K., 2007. Global liquidity and asset prices in a cointegrated VAR. Preliminary Draft URL: http://www.edge-page.net/jamb2007/papers/GieseandTuxen06-07-2007.pdf. accessed on July 30, 2013.
    Paper not yet in RePEc: Add citation now
  35. Gouteron, S., Szpiro, D., 2005. Excès de liquidité monétaire et prix des actifs. Banque de France No. 131.
    Paper not yet in RePEc: Add citation now

  36. Greiber, C., Setzer, R., 2007. Money and housing evidence for the euro area and the US. Deutsche Bundesbank Discussion Paper, Series 1: Economic Studies No. 12/2007.

  37. Hamburger, M.J., Kochin, L.A., 1972. Money and stock prices: The channels of inuence. The Journal of Finance 27, 231249.
    Paper not yet in RePEc: Add citation now
  38. Hashemzadeh, N., Taylor, P., 1988. Stock prices, money supply, and interest rates: the question of causality. Applied Economics 20, 16031611.
    Paper not yet in RePEc: Add citation now
  39. Helbling, T., Terrones, M., 2003. Real and nancial eects of bursting asset price bubbles. IMF World Economic Outlook , 6194.
    Paper not yet in RePEc: Add citation now

  40. Hoover, K.D., Johansen, S., Juselius, K., 2008. Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression. American Economic Review: Papers & Proceedings 98, 251255.

  41. Humpe, A., Macmillan, P., 2009. Can macroeconomic variables explain long-term stock market movements ? A comparison of the US and Japan. Applied Financial Economics 19, 111119.

  42. IMF, 1999. Global liquidity. World Economic Outlook - Box 4.4 , 118121.
    Paper not yet in RePEc: Add citation now
  43. IMF, 2008. Selected issues in balance of payments and international investment position analysis alternative presentations of balance of payments data. Balance of Payments and International Investment Position Manual, Sixth Edition (BPM6) December 2008, Pre-Publication Draft , 333 337.
    Paper not yet in RePEc: Add citation now

  44. Inoguchi, M., 2007. Inuence of ADB bond issues and US bonds on Asian government bonds. Asian Economic Journal 21, 387404.

  45. Ito, T., 2003. Looking forward on monetary and supervision policies to protect against bubbles, in: Hunter, W.C., Kaufman, G.G., Pomerleando, M. (Eds.), Asset Price Bubbles: The Implications for Monetary, Regulatory, and International Policies. Cambridge, pp. 547552.
    Paper not yet in RePEc: Add citation now

  46. Johansen, S., 1995. Likelihood-based inference in cointegrated vector autoregressive models. Oxford University Press.

  47. Johansen, S., 2007. Correlation, regression, and cointegration of nonstationary economic time series. Discussion Papers Department of Economics University of Copenhagen No. 07-25.

  48. Johansen, S., Juselius, K., 1992. Testing structural hypotheses in a multivariate cointegration analysis of the ppp and the uip for uk. Journal of Econometrics 53, 211256.

  49. Johansen, S., Juselius, K., 2001. Controlling ination in a cointegrated vector autoregressive model with an application to US data. Working Paper ECO No. 2/2001.

  50. Juselius, K., 2001. European integration and monetary transmission mechanisms: The case of italy. Journal of Applied Econometrics 16, 341358.

  51. Juselius, K., 2006. The Cointegrated VAR Model: Methodology and Applications. 2 ed., Oxford University Press.

  52. Juselius, K., MacDonald, R., 2004. International parity relationships between Germany and the United States: A joint modelling approach. FRU Working Papers 08/2004.
    Paper not yet in RePEc: Add citation now
  53. Juselius, K., Toro, J., 2005. Monetary transmission mechanisms in Spain: The eect of monetization, nancial deregulation, and the EMS. Journal of International Money & Finance 24, 509531.
    Paper not yet in RePEc: Add citation now
  54. Keynes, J.M., 1936. The General Theory of Employment, Interest and Money. Macmillan Cambridge University Press.
    Paper not yet in RePEc: Add citation now

  55. King, M., 2003. No money, no ination - the role of money in the economy, in: Mizen, P. (Ed.), Central Banking, Monetary Theory and Practice: Essays in Honour of Charles Goodhart - Volume One. Edward Elgar Publishing Limited. volume 1, pp. 6289.

  56. Kohn, D.L., 2008. Monetary policy and asset prices revisited, in: Speech at the Cato Institute`s 26th Annual Monetary Policy Conference, Washington, D.C., November 19, 2008.
    Paper not yet in RePEc: Add citation now

  57. Kuttner, K.N., 2001. Monetary policy surprises and interest rates: Evidence from the Fed funds futures market. Journal of Monetary Economics 47, 523544.

  58. Kuttner, K.N., Mosser, P.C., 2002. The monetary transmission mechanism: Some answers and further questions. FRBNY Economic Policy Review May 2002, 1526.

  59. Kwon, C.S., Shin, T.S., 1999. Cointegration and causality between macroeconomic variables and stock market returns. Global Finance Journal 10, 7181.

  60. Lane, P.R., Milesi-Ferretti, G.M., 2006. The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970-2004. IIIS Discussion Paper No. 126.

  61. Lastrapes, W.D., 1998. International evidence on equity prices, interest rates and money. Journal of International Money and Finance 17, 377406.

  62. Lee, B.S., 1992. Causal relations among stock returns, interest rates, real activity, and ination. The Journal of Finance 47, 15911603.

  63. Marshall, D.A., 1992. Ination and asset returns in a monetary economy. The Journal of Finance 47, 13151342.
    Paper not yet in RePEc: Add citation now

  64. Mauro, P., 2000. Stock returns and output growth in emerging and advanced economies. IMF Working Paper 00/89.

  65. Maysami, R.C., Koh, T.S., 2000. A vector error correction model of the Singapore stock market. International Review of Economics and Finance 9, 7996.

  66. Meltzer, A.H., 1995. Monetary, credit and (other) transmission processes: A monetarist perspective. Journal of Economic Perspectives 9, 4972.

  67. Mishkin, F.S., 1995. Symposium on the monetary transmission mechanism. Journal of Economic Perspectives 9, 310.

  68. Mishkin, F.S., 2001. The transmission mechanism and the role of asset prices in monetary policy. NBER Working Paper Series No. 8617.

  69. Muscatelli, V.A., Spinelli, F., 2000. The long-run stability of the demand for money: Italy 1861-1996. Journal of Monetary Economics 45, 717739.

  70. Okun, A.M., 1971. The mirage of steady ination. Brookings Papers on Economic Activity No. 2, 485498.
    Paper not yet in RePEc: Add citation now

  71. Pepper, G., 1994. Money, Credit and Asset Prices. St. Martin's Press.

  72. Rajan, R.G., 2005. Has nancial development made the world riskier? NBER Working Paper Series No. 11728.

  73. Ratanapakorn, O., Sharma, S.C., 2007. Dynamic analysis between the US Stock returns and the macroeconomic variables. Applied Financial Economics 17, 369377.

  74. Reinhart, C.M., Rogo, K.S., 2009. The aftermath of nancial crises. NBER Working Paper Series No. 14656.

  75. Rogo, K., 2006. Impact of globalization on monetary policy, in: Symposium sponsored by the Federal Reserve Bank of Kansas City on The New Economic Geography: Eects and Policy Implications, Jackson Hole, Wyoming, August 24-26, 2006.
    Paper not yet in RePEc: Add citation now

  76. Sellin, P., 2001. Monetary policy and the stock market: Theory and empirical evidence. Journal of Economic Surveys 15, 491541.

  77. Sims, C.A., Stock, J.H., Watson, M.W., 1990. Inference in linear time series models with some unit roots. Econometrica 58, 113144.

  78. Standard&Poor`s, 2009. Australia all ordinaries index by sector .
    Paper not yet in RePEc: Add citation now
  79. Taylor, J.B., 1981. On the relation between the variability of ination and the average ination rate. Elsevier - Carnegie-Rochester Conference Series on Public Policy 15, 5785.
    Paper not yet in RePEc: Add citation now
  80. Tobin, J., 1991. Money still counts. Wall Street Journal 73, A14.
    Paper not yet in RePEc: Add citation now
  81. Trichet, J.C., 2005. Asset price bubbles and monetary policy, in: Mas lecture, The Monetary Authority of Singapore.
    Paper not yet in RePEc: Add citation now

  82. Warnock, F.E., CacdacWarnock, V., 2006. International capital ows and U.S. interest rates. NBER Working Paper Series No. 12560.

  83. Wong, W.K., Khan, H., Du, J., 2006. Do money and interest rates matter for stock prices? An econometric study of singapore and USA. The Singapore Economic Review 51, 3151.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Rand as a Carry Trade Target: Risk, Returns and Policy Implications. (2011). Hassan, Shakill ; Smith, Sean .
    In: Working Papers.
    RePEc:rza:wpaper:235.

    Full description at Econpapers || Download paper

  2. Regulatory reform : integrating paradigms. (2009). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4842.

    Full description at Econpapers || Download paper

  3. Knowledge, Preferences and Shocks in Portfolio Analysis. (2009). Steinbacher, Matjaz.
    In: MPRA Paper.
    RePEc:pra:mprapa:13567.

    Full description at Econpapers || Download paper

  4. Speculative Attacks: A Laboratory Study in Continuous Time. (2009). Friedman, Daniel ; Cheung, Yin-Wong.
    In: Working Papers.
    RePEc:hkm:wpaper:072009.

    Full description at Econpapers || Download paper

  5. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

    Full description at Econpapers || Download paper

  6. Caller Number Five and Related Timing Games. (2008). Smith, Lones ; Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-317.

    Full description at Econpapers || Download paper

  7. Bid-Ask Spreads and Volume:The Role of Trade Timing. (2008). Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-309.

    Full description at Econpapers || Download paper

  8. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9164.

    Full description at Econpapers || Download paper

  9. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

    Full description at Econpapers || Download paper

  10. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

    Full description at Econpapers || Download paper

  11. Inexperienced Investors and Bubbles. (2008). Nagel, Stefan ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14111.

    Full description at Econpapers || Download paper

  12. A leverage-based model of speculative bubbles. (2008). Barlevy, Gadi.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-01.

    Full description at Econpapers || Download paper

  13. Speculative growth and overreaction to technology shocks. (2008). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-08.

    Full description at Econpapers || Download paper

  14. Venture Capital and Innovation: Which is First?. (2008). Ueda, Masako ; Hirukawa, Masayuki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7090.

    Full description at Econpapers || Download paper

  15. Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model. (2008). Zheng, Jie.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:814577000000000038.

    Full description at Econpapers || Download paper

  16. Should Central Banks Burst Bubbles? Some Microeconomic Issues. (2008). Conlon, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002330.

    Full description at Econpapers || Download paper

  17. Speculative Attacks: A Laboratory Study in Continuous Time. (2008). Friedman, Daniel ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2420.

    Full description at Econpapers || Download paper

  18. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0847.

    Full description at Econpapers || Download paper

  19. Discrete devaluations and multiple equilibria in a first generation model of currency crises. (2007). Broner, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:839.

    Full description at Econpapers || Download paper

  20. WHY BUBBLE-BURSTING IS UNPREDICTABLE: WELFARE EFFECTS OF ANTI-BUBBLE POLICY WHEN CENTRAL BANKS MAKE MISTAKES. (2007). Kai, Guo ; Conlon, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:5927.

    Full description at Econpapers || Download paper

  21. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2007). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13504.

    Full description at Econpapers || Download paper

  22. Imperfect Common Knowledge in First-Generation Models of Currency Crises. (2007). Afonso, Gara.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2007:q:1:a:3.

    Full description at Econpapers || Download paper

  23. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-10.

    Full description at Econpapers || Download paper

  24. Emerging markets in financial globalization: striking the right balance for liberalization. (2007). Watanagase, Tarisa .
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:x:6.

    Full description at Econpapers || Download paper

  25. Strategic Merger Waves: A Theory of Musical Chairs. (2007). Toxvaerd, Flavio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6159.

    Full description at Econpapers || Download paper

  26. SOBRE BURBUJAS DE PRECIOS DE ACTIVOS, EXPECTATIVAS Y EQUILIBRIOS. (2007). Dapena, Jose.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:361.

    Full description at Econpapers || Download paper

  27. Caller Number Five: Timing Games that Morph from One Form to Another. (2006). Smith, Lones ; Park, Andreas.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1554.

    Full description at Econpapers || Download paper

  28. Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises. (2006). Broner, Fernando.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5876.

    Full description at Econpapers || Download paper

  29. Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics. (2006). Zampolli, Fabrizio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:297.

    Full description at Econpapers || Download paper

  30. Should Central Banks Burst Bubbles?. (2005). Conlon, John.
    In: Game Theory and Information.
    RePEc:wpa:wuwpga:0508007.

    Full description at Econpapers || Download paper

  31. Technological innovation and market turbulence: the dot-com experience. (2005). Wang, Zhu.
    In: Payments System Research Working Paper.
    RePEc:fip:fedkpw:psrwp05-02.

    Full description at Econpapers || Download paper

  32. Asset Price Dynamics When Traders Care About Reputation. (2005). Prat, Andrea ; Dasgupta, Amil .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5372.

    Full description at Econpapers || Download paper

  33. Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil .
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000368.

    Full description at Econpapers || Download paper

  34. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; Dieci, Roberto ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1431.

    Full description at Econpapers || Download paper

  35. Riding the South Sea bubble. (2004). Voth, Hans-Joachim ; Tenim, Peter.
    In: Economics Working Papers.
    RePEc:upf:upfgen:861.

    Full description at Econpapers || Download paper

  36. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10755.

    Full description at Econpapers || Download paper

  37. Shakeouts and Market Crashes. (2004). Jovanovic, Boyan ; barbarino, alessandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10556.

    Full description at Econpapers || Download paper

  38. Inference, arbitrage, and asset price volatility. (2004). Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:187.

    Full description at Econpapers || Download paper

  39. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:425.

    Full description at Econpapers || Download paper

  40. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

    Full description at Econpapers || Download paper

  41. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4221.

    Full description at Econpapers || Download paper

  42. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1194.

    Full description at Econpapers || Download paper

  43. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:5:p:1654-1668.

    Full description at Econpapers || Download paper

  44. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:03-06.

    Full description at Econpapers || Download paper

  45. Exchange Monitoring Bands: Theory and Policy. (2003). Zhang, Lei ; Miller, Marcus ; Corrado, Luisa.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:8.

    Full description at Econpapers || Download paper

  46. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1434.

    Full description at Econpapers || Download paper

  47. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1406.

    Full description at Econpapers || Download paper

  48. Heterogeneity and Uniqueness in Interaction Games. (2003). Shin, Hyun Song ; Morris, Stephen ; Shin. Hyun Song, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1402.

    Full description at Econpapers || Download paper

  49. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9251.

    Full description at Econpapers || Download paper

  50. Individual Irrationality and Aggregate Outcomes. (). Tyran, Jean-Robert ; Fehr, Ernst.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:252.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-18 21:29:39 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.