• Abstract
  • Non-technical summary
  • 1 Introduction
  • 2 Literature review on money, credit, asset pricedevelopments and asset price busts
  • 3 The data set
  • 4 Some preliminary results
  • 4.1 Some preliminary evidence ofthe detection of an asset price bust
  • 4.2 Some results of a probit-type approachbased on the pooling procedure
  • 5 Conclusions
  • References
  • Annexes
  • European Central Bank Working Paper Series