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Impact of COVID-19 on long run and short run financial integration among emerging Asian stock markets

Bhardwaj, Nikhil; Sharma, Nishi; Mavi, Anupreet Kaur - In: Business, mangagement and economics engineering : BMEE 20 (2022) 2, pp. 189-206

Purpose -The study aims at exposing any possible impact of COVID-19 on short-run and long-run financial integration among five emerging Asian economies viz., China, South Korea, India, Indonesia and Taiwan. Research methodology - Daily closing indices of selected countries have been analyzed...

Persistent link: https://www.econbiz.de/10013361279

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Detecting common bubbles in multivariate mixed causal-noncausal models

Cubadda, Gianluca; Hecq, Alain W. J.; Voisin, Elisa - In: Econometrics : open access journal 11 (2023) 1, pp. 1-16

are common among them. Having established the conditions under which common bubbles are present within the class of mixed …

Persistent link: https://www.econbiz.de/10014281488

A model of cycles and bubbles under heterogeneous beliefs in financial markets

Burs, Carina - In: Cogent economics & finance 11 (2023) 2, pp. 1-29

, abnormally high asset prices can be caused by financial bubbles. In this model, bubbles can emerge and deflate both in cycles or … rate. This can lead to new stable equilibria, but the emergence and bursting of bubbles cannot be prevented. …

Persistent link: https://www.econbiz.de/10014501110

Housing bubble scars

Aastveit, Knut Are; Anundsen, André Kallåk; Kivedal, … - 2024

We study scar formation and persistence after a house price bubble has burst using data on 3,089 US counties and county equivalents over the period 1980q1-2019q4. We date house price booms and busts for each county, and identify periods with explosive house price developments. Applying a sharp...

Persistent link: https://www.econbiz.de/10015141915

Geldpolitik und Vermögensmärkte : volkswirtschaftliche Bedeutung von und geldpolitische Reaktion auf Asset Price Bubbles

Sobczak, Sybille - 2010 - 1. Aufl.

von und geldpolitische Reaktion auf Asset Price Bubbles PETER LANG Frankfurt am Main … Price Bubbles 194 5.4. Benign Neglect 199 5 …

Persistent link: https://www.econbiz.de/10011927484

Vermögenspreisinflation als wirtschaftspolitische Herausforderung

Kimmel, Christoph - 2008 - 1. Aufl.

Hohe und weiter steigende Bewertungsniveaus an Aktien- oder Immobilienmärkten werden von Beobachtern aus Wirtschaft, Politik, Medien und der akademischen Welt oft als Vermögenspreisinflation ("Asset Inflation") bezeichnet und als ein wirtschaftspolitisches Problem interpretiert, zu dessen...

Persistent link: https://www.econbiz.de/10011928699

Time and frequency dynamics between NFT coins and economic uncertainty

Sardorsky, Perry; Henriques, Irene - In: Financial innovation : FIN 10 (2024), pp. 1-26

uncertainty determine bubbles in NFT coin prices. …

Persistent link: https://www.econbiz.de/10014532447

Financial contagion : a tale of three bubbles

Burks, Nathan; Fadahunsi, Adetokunbo; Hibbert, Ann Marie - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-14

The primary purpose of the study is to identify and measure the properties of asset bubbles, volatility clustering, and … empirical methods; the LPPL model to identify asset bubbles, the DCC-GARCH model to measure volatility clustering, and the …

Persistent link: https://www.econbiz.de/10012587643

Leaning against the bubble : Central Bank intervention in Walrasian asset markets

Chang, Chia-ling; Ilomäki, Jukka; Laurila, Hannu - In: Risks : open access journal 9 (2021) 12, pp. 1-12

The paper presents a two-period Walrasian financial market model composed of informed and uninformed rational investors, and noise traders. The rational investors maximize second period consumption utility from the payoffs of trading risk-free holdings to risky assets in the first period. The...

Persistent link: https://www.econbiz.de/10012705091