Sökning: "Asset Bubbles"

Visar resultat 11 - 15 av 17 uppsatser innehållade orden Asset Bubbles.

  1. 11. Beyond the "Asian Flu". "Asia-vu"? Internal and External Risks for The Economy of Indonesia. Asset Price Bubbles and Contagion

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Nikolay Antonov; Todor Sapunarov; [2014]
    Nyckelord :Bubbles; Contagion; Indonesia; Kalman filter; Bubbagion Index ;

    Sammanfattning : Asset price bubbles and cross-country contagion, embodying an economy's domestic and foreign risks respectively, are two topical issues in finance. Indonesia, a fast-growing emerging market economy, and one of the world's volatile "Fragile Five", is a prime suspect for a country that is likely to exhibit vulnerabilities to both bubbles and contagion. LÄS MER

  3. 12. Parameter Estimation of a non-Equilibrium Asset Pricing Model and Performance Analysis of the Calibration in Terms of Sloppiness

    Master-uppsats, KTH/Matematisk statistik

    Författare :Andreas Lagerqvist; [2014]
    Nyckelord :;

    Sammanfattning : Prices of assets traded in stock markets often exhibit out of equilibrium behaviours, e.g. bubbles and recessions. Yukalov et al. LÄS MER

  4. 13. Inequality as a Cause of Systemic Banking Crises ̶ Some New Theory and Evidence

    Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Trygve Larsen Morset; [2013]
    Nyckelord :Banking Crises; Inequality; Asset Bubbles; Financial Crisis; Social Sciences; Business and Economics;

    Sammanfattning : The thesis argues that systemic banking crises and inequality go hand in hand, with inequality in front. Through showing how factors commonly found to influence banking crises, such as household and business debt levels, asset prices, default ratios, and credit growth (all important in Minsky-type bubbles) theoretically can be attributed to decreasing relative wages of households, and/or concentration of wealth among "hoarders" it sheds light on a potentially strong link between inequality and banking crises. LÄS MER

  5. 14. What to pour in the punch bowl? Central banks and asset prices

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Pär Holmbäck; [2011]
    Nyckelord :Monetary policy; Asset price bubbles; Jackson Hole Consensus; Leaning against the wind; Macroprudential policy;

    Sammanfattning : Until the financial crisis of 2008-09, asset prices played a secondary role in monetary policy. The mainstream view was that they should only be accounted for to the extent they affected the inflation forecast. LÄS MER

  7. 15. Measuring asset price inflation: a quantitative approach

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anders Gustafsson; [2010]
    Nyckelord :Asset prices; inflation; quantitative theory; central bank policy; Business and Economics;

    Sammanfattning : This essays investigates the relationship between central banks, monetary policy and asset prices. Assets are defined as stocks and real estate. Inflations is treated as a purely monetary phenomenon caused by too much money being created, more then is appropriate according to the quantity equation. LÄS MER