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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.

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Metadaten
Author of HS ReutlingenHerzog, 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):License Logo  Creative Commons - Namensnennung