Financial market bubbles and crashes
Despite the thousands of articles and the millions of times that the word 'bubble' has been used in the business press, there still does not appear to be a cohesive theory or persuasive empirical approach with which to study 'bubble' and 'crash' conditions. This book pr...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
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Cambridge University Press
2010
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| Online-Zugang: | DE-12 DE-473 URL des Erstveröffentlichers |
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| 100 | 1 | |a Vogel, Harold L. |d 1946- |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Financial market bubbles and crashes |c Harold L. Vogel |
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| 505 | 8 | |a Part I. Background for analysis -- 1. Introduction -- 2. Bubble stories -- 3. Random walks -- 4. Bubble theories -- 5. Framework for investigation -- Part II. Empirical features and results -- 6. Bubble basics -- 7. Bubble dynamics -- 8. Money and credit features -- 9. Behavioral risk features -- 10. Crashes, panics, and chaos -- 11. Financial asset bubble theory | |
| 520 | |a Despite the thousands of articles and the millions of times that the word 'bubble' has been used in the business press, there still does not appear to be a cohesive theory or persuasive empirical approach with which to study 'bubble' and 'crash' conditions. This book presents a plausible and accessible descriptive theory and empirical approach to the analysis of such financial market conditions. It advances such a framework through application of standard econometric methods to its central idea, which is that financial bubbles reflect urgent short side rationed demand. From this basic idea, an elasticity of variance concept is developed. It is further shown that a behavioral risk premium can probably be measured and related to the standard equity risk premium models in a way that is consistent with conventional theory | ||
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Datensatz im Suchindex
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| contents | Part I. Background for analysis -- 1. Introduction -- 2. Bubble stories -- 3. Random walks -- 4. Bubble theories -- 5. Framework for investigation -- Part II. Empirical features and results -- 6. Bubble basics -- 7. Bubble dynamics -- 8. Money and credit features -- 9. Behavioral risk features -- 10. Crashes, panics, and chaos -- 11. Financial asset bubble theory |
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| dewey-sort | 3338.5 242 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511806650 |
| format | Electronic eBook |
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| id | DE-604.BV043928786 |
| illustrated | Not Illustrated |
| indexdate | 2025-02-14T18:03:32Z |
| institution | BVB |
| isbn | 9780511806650 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029337865 |
| oclc_num | 967422544 |
| open_access_boolean | |
| owner | DE-12 DE-473 DE-BY-UBG |
| owner_facet | DE-12 DE-473 DE-BY-UBG |
| physical | 1 online resource (xxvi, 358 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Cambridge University Press |
| record_format | marc |
| spellingShingle | Vogel, Harold L. 1946- Financial market bubbles and crashes Part I. Background for analysis -- 1. Introduction -- 2. Bubble stories -- 3. Random walks -- 4. Bubble theories -- 5. Framework for investigation -- Part II. Empirical features and results -- 6. Bubble basics -- 7. Bubble dynamics -- 8. Money and credit features -- 9. Behavioral risk features -- 10. Crashes, panics, and chaos -- 11. Financial asset bubble theory Capital market Financial crises Commercial crimes Spekulative Blase (DE-588)4450213-8 gnd Finanzkrise (DE-588)7635855-0 gnd |
| subject_GND | (DE-588)4450213-8 (DE-588)7635855-0 |
| title | Financial market bubbles and crashes |
| title_alt | Financial Market Bubbles & Crashes |
| title_auth | Financial market bubbles and crashes |
| title_exact_search | Financial market bubbles and crashes |
| title_full | Financial market bubbles and crashes Harold L. Vogel |
| title_fullStr | Financial market bubbles and crashes Harold L. Vogel |
| title_full_unstemmed | Financial market bubbles and crashes Harold L. Vogel |
| title_short | Financial market bubbles and crashes |
| title_sort | financial market bubbles and crashes |
| topic | Capital market Financial crises Commercial crimes Spekulative Blase (DE-588)4450213-8 gnd Finanzkrise (DE-588)7635855-0 gnd |
| topic_facet | Capital market Financial crises Commercial crimes Spekulative Blase Finanzkrise |
| url | https://doi.org/10.1017/CBO9780511806650 |
| work_keys_str_mv | AT vogelharoldl financialmarketbubblesandcrashes AT vogelharoldl financialmarketbubblescrashes |