Can monetary policies inflate a stock market bubble? : a regime switching model of periodically collapsing bubbles
Year of publication: |
[2024]
|
---|---|
Authors: | Magnani, Monia |
Publisher: |
[Milano, Italy] : [BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Università Bocconi] |
Subject: | Rational bubbles | monetary policy | stock returns | regime switching | forecasting | Spekulationsblase | Bubbles | Geldpolitik | Monetary policy | Theorie | Theory | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Inflation |
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