Bubbles and market crashes

DOI10.1023/A:1008693507721zbMath0913.90057arXivadap-org/9409001OpenAlexW1650870719MaRDI QIDQ1275203

Michael Youssefmir, Bernardo A. Huberman, Tad Hogg

Publication date: 17 May 1999

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/adap-org/9409001

zbMATH Keywords

asset price bubblesspeculative bubbles

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (8)

PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE ⋮ A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET ⋮ Rate of return parity with robot asset traders ⋮ Bubbles and crashes: gradient dynamics in financial markets ⋮ A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES ⋮ A dynamical systems model of price bubbles and cycles ⋮ BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION ⋮ Critical market crashes

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