The impact of interest rate policy on individual expectations and asset bubbles in experimental markets
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Publication:2338528
DOI10.1016/j.jedc.2019.103735zbMath1425.91412OpenAlexW2969912951WikidataQ127348362 ScholiaQ127348362MaRDI QIDQ2338528
Publication date: 21 November 2019
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103735
experimental economicsbehavioral financeinterest rate policyasset bubblelearning-to-forecast experiment
Economic growth models (91B62) Interest rates, asset pricing, etc. (stochastic models) (91G30) Experimental studies (91A90)
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Cites Work
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- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
- Who inflates the bubble? Forecasters and traders in experimental asset markets
- Cognitive ability and the effect of strategic uncertainty
- Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
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