Sökning: "Asset Bubbles"

Visar resultat 6 - 10 av 17 uppsatser innehållade orden Asset Bubbles.

  1. 6. Analysis of Cryptocurrency Market and Drivers of the Bitcoin Price : Understanding the price drivers of Bitcoinunder speculative environment

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Yasar Kaya; [2018]
    Nyckelord :bitcoin; speculation; weekend-effect; bitcoin price drivers; LPPL; GoTrend; VIX; speculative bubbles; bitcoin price movements; volatility in cryptocurrency market;

    Sammanfattning : In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has been seen that the market trend points out an existence of a speculative bubble. Over the course of the period from 2014 to 2018, the trend in price movements of bitcoin has proved to be strongly speculative. LÄS MER

  3. 7. Analysis of Student Loan Asset-Backed Securities : Construction of a Valuation Model using a Trinomial Interest Rate Tree

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Gustav Rehnman; Ted Tigerschiöld; [2016]
    Nyckelord :;

    Sammanfattning : Student debt in the U.S has grown rapidly over the last decades. A common practice among lenders is to pool the loans into securities that are sold off and traded between institutional investors. Since these securities have no market price this thesis aims to develop a valuation model. LÄS MER

  4. 8. Identifying asset pricing bubbles: Testing for explosive behavior in the NASDAQ and STOXX 600 Europe Technology indices

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tim Smits Van Oyen; Mathias Elmer; [2016]
    Nyckelord :Asset pricing bubble; explosive behavior; right-tailed ADF; forward recursive regression; Business and Economics;

    Sammanfattning : A forward recursive estimation method is used to examine stock market data on unit root against explosive behavior as an indication of financial exuberance. Through specific dividend-stock pricing modeling, the recursive implementation of a right-tailed ADF test allows for directly testing the price index series on explosive behavior and its corresponding dividend series on non-explosive behavior. LÄS MER

  5. 9. The Predictability of Speculative Bubbles : An examination of the log-periodic power law model

    Magister-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Marcus Gustavsson; Daniel Levén; [2015]
    Nyckelord :Econophysics; mathematical finance; LPPL; log-periodic power law model; JLS-model; power law; speculative bubbles; bubble forecasting; modeling asset price dynamics; financial bubbles; bubbles; crashes;

    Sammanfattning : In this thesis we examine the ability of the log-periodic power law model to accurately predict the end of speculative bubbles on financial markets through modeling of asset price dynamics on a selection of historical bubbles. The methods we use are based on a nonlinear least squares estimation which yields predictions of when the bubble will change regime. LÄS MER

  7. 10. Has the Riksbank Been Reacting to Asset Prices?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Scott Sutherland; [2015]
    Nyckelord :Business and Economics;

    Sammanfattning : This study analyses the interest rate setting policy of the Swedish central bank, the Riksbank. In particular, the paper addresses whether or not the Riksbank reacts to deviations in asset prices from trend levels when setting interest rates. LÄS MER