Collateralization and asset price bubbles when investors disagree about risk
Tobias Broer, Afroditi Kero
| Year of publication: |
2021
|
|---|---|
| Authors: | Broer, Tobias ; Kero, Afroditi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 128.2021, p. 1-15
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| Subject: | Asset prices | Heterogeneous beliefs | Disagreement | Volatility | Securitization | Structured finance | Bubbles | Spekulationsblase | Börsenkurs | Share price | Theorie | Theory | Verbriefung | CAPM | Volatilität | Kreditderivat | Credit derivative | Anlageverhalten | Behavioural finance | Kreditsicherung | Collateral | Finanzmarkt | Financial market | Risikopräferenz | Risk attitude | Asset-Backed Securities | Asset-backed securities | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106137 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012821680