Search Results - subject_exact:"Spekulationsblase"

Beyond the bubble : empirical evidence on asset pricing under persistent low interest rates

Shimizu, Chihiro - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617260

Tracing the history of asset price bubble theory : a literature review

Dubach, Sally - 2026

The literature on rational asset price bubbles has grown substantially, yet its internal logic is difficult to trace without reading across a large and technically demanding body of work. This paper provides a guide to the literature on rational asset price bubble theory, tracing its evolution...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654770

Artificial intelligence : friend, foe, fraud

Wray, L. Randall - 2026

The over-hyped Dot.com revolution bubbled and crashed at the end of the 1990s, leaving a largely unused physical and virtual infrastructure that eventually supported the rise of social media that did-indeed-transform life. Not necessarily in a good way. As Robert Gordon famously claimed, you can...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614175

Housing bubbles with phase transitions

Hirano, Tomohiro; Akira Toda, Alexis - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015596868

Show one more version 1

Housing bubbles with phase transitions

Hirano, Tomohiro; Akira Toda, Alexis - 2024

Book / Working Paper

Macroprudential policy and housing market expectations

Kuang, Pei; Mitra, Kaushik; Tang, Li; Xie, Shihan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015583629

Show one more version 1

Macroprudential Policy and Housing Market Expectations

Kuang, Pei; Mitra, Kaushik; Tang, Li; Xie, Shihan - 2023

Book / Working Paper

Noncausal AR processes driven by causal GARCH volatility

Velasquez-Gaviria, Daniel; Zakoïan, Jean-Michel - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015604163

Russell's teapot: dispatches from the final stage of the AI bubble

Storm, Servaas - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639811

Explosive price dynamics in global REIT markets : evidence from developed regions

Iancu, Laura Andreea - 2026

This paper investigates the presence and timing of explosive price dynamics in major listed real estate markets over the period 04 January 2011 - 11 February 2026. The analysis focuses on four benchmark indices: the FTSE EPRA Nareit Developed Europe Index, the FTSE Nareit All Equity REITs Index...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639899

From debt crises to financial crashes (and back) : a stock-flow consistent model for stock price bubbles

Grasselli, Matheus R.; Nguyen-Huu, Adrien - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643379

Beyond fundamentals: crashes and bubbles in global oil prices from a FIMARX model

Dufrénot, Gilles; Gimet, Céline - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644064

Log-periodicity : fact or fiction?

Grobys, Klaus - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644503

Endogenous collapse of resource-rational bubbles

Kobayashi, Keiichirō - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652744

Land, G versus R, and infinite debt rollover

Hirano, Tomohiro; Akira Toda, Alexis - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652750

Social network and sentiment contagion : evidence from the bitcoin market

Han, Bing; Liu, Haoyang; Sui, Pengfei - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653567

Structural persistence of Brazil's inflation rate in times of fiscal bubbles

Marques, André de Mattos - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015633256

Detecting and explaining bubbles in Islamic stock markets : a dual approach with LPPLS and machine learning

Saritas, Merve Mert; Ozgur, Onder; Yilanci, Veli - 2026

This study investigates the presence and predictability of price bubbles in Islamic stock markets, challenging the proposition that their Sharia-compliant principles provide inherent resilience against such phenomena. Employing a dual methodology, we first apply the Log-Periodic Power Law...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015666501

Asset price bubbles and systemic risk in money market funds

Aquilina, Matteo; Cincinelli, Peter; Urga, Giovanni - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668397

Show one more version 1

Asset price bubbles and systemic risk in money market funds

Aquilina, Matteo; Cincinelli, Peter; Urga, Giovanni - 2025

Book / Working Paper

From disclosure to distortion : how strategic ESG disclosure shapes green innovation bubbles

Li, Meiyi; Gan, Yufei - 2026

Strategic environmental, social, and governance (ESG) disclosure practices that create favorable impressions while concealing unfavorable environmental performance have become increasingly common among corporations. This study investigates how such practices influence green technology innovation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015664804

From innovation to speculation: AI and the Magnificent Seven

Basele, Rerotlhe B.; Phillips, Peter C. B.; Shi, Shuping - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668595

Why proximity to regional innovation centers matters : a new perspective on green innovation bubbles

Wang, Teng; Lu, Jiaoren; Li, Xiaotong - 2026

While regional innovation centers (RICs) can encourage corporate green innovation, firms may opportunistically exaggerate their green innovation activities under RICs' spatial influence, thereby engendering green innovation bubbles. We theorize that geographic proximity to RICs shapes these...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676050

How an energy transition underlay the Great Depression

Kennedy, Christopher - 2026

This paper explains the mechanisms by which a major energy transition produced the US Great Depression. Stock market indices show the 1927-29 Wall Street Bubble was led by petroleumbased technologies-especially airplanes and agricultural machinery. The subsequent crash was triggered by oil...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672795

Emergence of housing bubbles with phase transitions : the role of demand-side factors

Hirano, Tomohiro; Akira Toda, Alexis - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675736

Was the 2025 DAX crash endogenous? : evidence from the Log-Periodic Power Law Model

Zitis, Pavlos I.; Potirakis, Stelios M. - 2026

In this article, we investigate whether the crash of the German DAX index following the U.S. tariff announcement in April 2025 is consistent with pre-existing endogenous market fragility rather than a purely exogenous shock. The analysis is conducted within the Log-Periodic Power Law (LPPL)...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016059378

Monetary policy's impact on Vietnamese stock market bubbles

Pham Ngoc Anh; Phuong Lan Le; Nguyen, Bin Sy - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671875

Chaotic asset price dynamics with technology choice and imperfect observation

Zhang, Jing; Asano, Takao; Shibata, Akihisa; Yokoo, Masanori - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015674846

High-quality innovation and low-quality innovation bubbles : addressing challenges through R&D cooperation and citation spillover

Yang, Shenghao; Jiang, Renai; Su, Zulong; Jefferson, Gary H. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016060956

What are asset price bubbles? : a survey on definitions of financial bubbles

Baumann, Michael; Janischewski, Anja - 2025

Financial bubbles and crashes have repeatedly caused economic turmoil notably but not only during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified. Due to the multitude of bubble definitions, we...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015207173

Asset bubbles and aggregate demand

Hori, Takeo; Im, Ryonghun - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015323636

Explosiveness in the renewable energy equity sector : international evidence

Ariza, Juan; Ferrer, Román - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015372667

Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty

Van Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, … - 2025

While there is a large body of literature on oil uncertainty-equity prices and/or returns nexus, an associated important question of how oil market uncertainty affects stock market bubbles remains unanswered. In this paper, we first use the Multi-Scale Log-Periodic Power Law Singularity...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210403

Show one more version 1

Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty

Van Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, … - 2023

Book / Working Paper

House prices and systemic events over the last six centuries

Shmygel, Alona; Hoesli, Martin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015211692

Multi-asset bubbles equilibrium price dynamics

Cordoni, Francesco - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015338090

Show 2 more versions 2

Multi-Asset Bubbles Equilibrium Price Dynamics

Cordoni, Francesco - 2023

Book / Working Paper

Multi-Asset Bubbles Equilibrium Price Dynamics

Cordoni, Francesco - 2022

Book / Working Paper

Bursting bubbles in a macroeconomic model

Hirano, Tomohiro; Kishi, Keiichi; Akira Toda, Alexis - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015187354

Show one more version 1

Bursting bubbles in a macroeconomic model

Hirano, Tomohiro; Kishi, Keiichi; Akira Toda, Alexis - 2025

Book / Working Paper

The role of geopolitical and climate risk in driving uncertainty in European electricity markets

Cincinelli, Peter; Pellini, Elisabetta - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015580520

Show one more version 1

The role of geopolitical and climate risk in driving uncertainty in European electricity markets

Cincinelli, Peter; Pellini, Elisabetta - 2025

Book / Working Paper

Research bubbles

Gersbach, Hans; Komarov, Evgenij - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015192612

Show 2 more versions 2

Research bubbles

Gersbach, Hans; Komarov, Evgenij - 2020 - This version: February 2020

Edition: This version: February 2020

Book / Working Paper

Research Bubbles

Gersbach, Hans - 2020

Book / Working Paper

Investor emotions and market bubbles

Agarwal, Vineet; Taffler, Richard J.; Wang, Chenyang - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015194591

Bubble economics

Hirano, Tomohiro; Akira Toda, Alexis - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015071661

Show 2 more versions 2

Bubble economics

Hirano, Tomohiro; Akira Toda, Alexis - 2025

Book / Working Paper

Bubble economics

Hirano, Tomohiro; Akira Toda, Alexis - 2023

Book / Working Paper

Modeling financial bubbles with optional semimartingales in nonstandard probability spaces

Abdelghani, Mohamed; Melnikov, Alexander - 2025

Deviation of an asset price from its fundamental value, commonly referred to as a price bubble, is a well-known phenomenon in financial markets. Mathematically, a bubble arises when the deflated price process transitions from a martingale to a strict local martingale. This paper explores price...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358908