Applied model for financial bubbles
- This paper develops a linear and tractable model of financial bubbles. I demonstrate the application of the linear model and study the root causes of financial bubbles. Moreover, I derive leading properties of bubbles. This model enables investors and regulators to react to market dynamics in a timely manner. In conclusion, the linear model is helpful for the empirical verification and detection of financial bubbles.
| Author of HS Reutlingen | Herzog, Bodo |
|---|---|
| URN: | urn:nbn:de:bsz:rt2-opus4-4891 |
| URL: | http://www.scienpress.com/Upload/JAFB/Vol%205_3_2.pdf |
| ISSN: | 1792-6580 |
| eISSN: | 1792-6599 |
| Erschienen in: | Journal of applied finance & banking |
| Publisher: | Scienpress |
| Place of publication: | London |
| Document Type: | Journal article |
| Language: | English |
| Publication year: | 2015 |
| Tag: | econophysics; financial bubbles; linear model |
| Volume: | 5 |
| Issue: | 3 |
| Page Number: | 10 |
| First Page: | 17 |
| Last Page: | 26 |
| DDC classes: | 330 Wirtschaft |
| Open access?: | Ja |
| Licence (German): |  Creative Commons - Namensnennung |
