A leverage-based model of speculative bubbles

A-Tier
Journal: Journal of Economic Theory
Year: 2014
Volume: 153
Issue: C
Pages: 459-505

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper develops a model of credit-driven bubbles and asks when it gives rise to the patterns that policymakers often use to gauge the presence of a bubble. The model suggests patterns like rapid price appreciation and speculative trade do not always occur whenever a bubble is present, but they do occur when assets are especially overvalued. The model also has implications as to what type of contracts will be used to finance the purchase of bubble assets. These predictions are consistent with observations on credit terms during historical episodes often suspected to be bubbles.

Technical Details

RePEc Handle
repec:eee:jetheo:v:153:y:2014:i:c:p:459-505
Journal Field
Theory
Author Count
1
Added to Database
2026-01-24