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Showing 1 to 4 of 4 for “"Asset Bubble"”.

  1. On Explosive Time Series

    … this thesis, discusses the characteristics of an asset bubble episode outlining the reasons these episodes have attracted so much interest nowadays and provides an overview of historical bubble episodes motivating the testing procedures proposed in Chapters 2-4. The second chapter proposes a …

    essex Repository record for On Explosive Time Series (opens in a new tab)

  2. Three Essays on Public Money Creation, Endogenous Bank Credit Creation, and Remaining Empirical Issues: Interest Rates and Inflation

    … transactions (mainly for purchasing financial assets) helps explain movements of interest rates, exchange rates, and an asset bubble/crash. With this approach, the main objectives of this dissertation is to demonstrate that 1) excess bank credit creation/depletion for households’ spending is …

    umkc Repository record for Three Essays on Public Money Creation, Endogenous Bank Credit Creation, and Remaining Empirical Issues: Interest Rates and Inflation (opens in a new tab)

  3. A system dynamics perspective on the build-up to the 1997 South Korean financial crisis

    … structure of the model is used to explain the asset bubble that formed during the height of the build-up. The national reliance on short-term commercial paper to finance long-term investments is explored and its relationship to the crisis is discussed. System dynamics is used to model the …

    mit Repository record for A system dynamics perspective on the build-up to the 1997 South Korean financial crisis (opens in a new tab)

  4. Spatial perspectives on residential property prices in Sydney

    … the existence of rational speculative price bubbles in the Sydney housing market and the role of views in the determination of individual residential property prices. Both of these issues are analyzed from a spatial perspective in two novel ways. Chapter 2 inspects the geographic distribution …

    unsw Repository record for Spatial perspectives on residential property prices in Sydney (opens in a new tab)