Some Important Characteristics of Asset Bubbles and Financial Crises
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Stephen G. Cecchetti, 2009. "Crisis and Responses: The Federal Reserve in the Early Stages of the Financial Crisis," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 51-75, Winter.
- Jeffrey A. Frankel & Kenneth A. Froot, 1986. "The Dollar as Speculative Bubble: A Tale of Fundamentalists and Chartists," NBER Working Papers 1854, National Bureau of Economic Research, Inc.
- Frederic S. Mishkin, 2011.
"Over the Cliff: From the Subprime to the Global Financial Crisis,"
Journal of Economic Perspectives, American Economic Association, vol. 25(1), pages 49-70, Winter.
- Frederic S. Mishkin, 2010. "Over The Cliff: From the Subprime to the Global Financial Crisis," NBER Working Papers 16609, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Larry D. Wall, 2021. "So Far, So Good: Government Insurance of Financial Sector Tail Risk," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2021(13), November.
- Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
- Benchimol, Jonathan & El-Shagi, Makram, 2020.
"Forecast performance in times of terrorism,"
Economic Modelling, Elsevier, vol. 91(C), pages 386-402.
- Jonathan Benchimol & Makram El-Shagi, 2017. "Forecast Performance in Times of Terrorism," CFDS Discussion Paper Series 2017/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast Performance in Times of Terrorism," Globalization Institute Working Papers 390, Federal Reserve Bank of Dallas.
- Jonathan Benchimol & Makram El-Shagi, 2019. "Forecast Performance in Times of Terrorism," Bank of Israel Working Papers 2019.08, Bank of Israel.
- Jonathan Benchimol & Makram El-Shagi, 2020. "Forecast performance in times of terrorism," Post-Print halshs-03248938, HAL.
- Benchimol, Jonathan & Fourçans, André, 2017.
"Money And Monetary Policy In The Eurozone: An Empirical Analysis During Crises,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(3), pages 677-707, April.
- Jonathan Benchimol & André Fourçans, 2012. "The role of money and monetary policy in crisis periods: the Euro area case," Working Papers hal-00672806, HAL.
- Benchimol, Jonathan & Fourçans, André, 2012. "The role of money and monetary policy in crisis periods: the Euro area case," ESSEC Working Papers WP1201, ESSEC Research Center, ESSEC Business School, revised 27 Feb 2012.
- repec:fip:a00001:94154 is not listed on IDEAS
- Benchimol, Jonathan & Fourçans, André, 2017.
"Money And Monetary Policy In The Eurozone: An Empirical Analysis During Crises,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(3), pages 677-707, April.
- Jonathan Benchimol & André Fourçans, 2017. "Money and monetary policy in the Eurozone: an empirical analysis during crises," Post-Print hal-01525492, HAL.
- Laurent Le Maux & Laurence Scialom, 2013.
"Central banks and financial stability: rediscovering the lender-of-last-resort practice in a finance economy,"
Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 37(1), pages 1-16.
- Laurent Le Maux & Laurence Scialom, 2013. "Central banks and financial stability: rediscovering the lender-of-last-resort practices in a finance economy," Post-Print hal-01385834, HAL.
- Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
- Mala Raghavan & Mardi Dungey, 2015.
"Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?,"
Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1086-1105, March.
- Raghavan, Mala & Dungey, Mardi, 2014. "Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?," Working Papers 2014-04, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
- Bichuch, Maxim & Feinstein, Zachary, 2022. "A repo model of fire sales with VWAP and LOB pricing mechanisms," European Journal of Operational Research, Elsevier, vol. 296(1), pages 353-367.
- Juann H. Hung, 1995. "Intervention strategies and exchange rate volatility: a noise trading perspective," Research Paper 9515, Federal Reserve Bank of New York.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2015.
"Vulnerable banks,"
Journal of Financial Economics, Elsevier, vol. 115(3), pages 471-485.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," TSE Working Papers 11-280, Toulouse School of Economics (TSE).
- Robin Greenwood & Augustin Landier & David Thesmar, 2012. "Vulnerable Banks," NBER Working Papers 18537, National Bureau of Economic Research, Inc.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," IDEI Working Papers 700, Institut d'Économie Industrielle (IDEI), Toulouse.
- Ken B. Cyree & Mark D. Griffiths & Drew B. Winters, 2017. "Implications of a TAF program stigma for lenders: the case of publicly traded banks versus privately held banks," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 545-567, August.
- Gloria González‐Rivera & C. Vladimir Rodríguez‐Caballero & Esther Ruiz, 2024.
"Expecting the unexpected: Stressed scenarios for economic growth,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 926-942, August.
- Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023. "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers 202314, University of California at Riverside, Department of Economics.
- Philipp Bagus & Markus H. Schiml, 2010. "A Cardiograph of the Dollar's Quality: Qualitative Easing and the Federal Reserve Balance Sheet During the Subprime Crisis," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(3), pages 195-217.
- Alfred V Guender, 2015. "International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle," Working Papers in Economics 15/15, University of Canterbury, Department of Economics and Finance.
- Ciner, Cetin, 2011. "Eurocurrency interest rate linkages: A frequency domain analysis," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 498-505, October.
- Martin D. Evans & Karen K. Lewis, 1992.
"Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets,"
Working Papers
92-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Martin D. Evans & Karen K. Lewis, 1992. "Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets," NBER Working Papers 4003, National Bureau of Economic Research, Inc.
- ap Gwilym, Rhys, 2009.
"The Monetary Policy Implications of Behavioral Asset Bubbles,"
Cardiff Economics Working Papers
E2009/18, Cardiff University, Cardiff Business School, Economics Section.
- Rhys ap Gwilym, 2010. "The Monetary Policy Implications of Behavioural Asset Bubbles," Working Papers 10011, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Ross Levine, 2010. "An autopsy of the US financial system: accident, suicide, or negligent homicide," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 2(3), pages 196-213, August.
More about this item
Keywords
asset bubble; financial crisis; expectation of asset inflation; changes in economic behaviors; vicious cycles; financial leveraging and deleveraging; herding behavior; Quantitative Easing.;All these keywords.
JEL classification:
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nan:wpaper:1805. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Magdalene Lim (email available below). General contact details of provider: https://edirc.repec.org/data/dentusg.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.