Liquidity and asset market cycles

C-Tier
Journal: Economics Letters
Year: 2023
Volume: 226
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

We develop a theory of boom-bust cycle of rational bubbles capable of replicating some of the stylized patterns of the bubbly episodes which we document. Instead of relying on random investor sentiments to explain the cycle, we use the interplay of liquidity supply and economic fundamentals. Related policy implications are discussed.

Technical Details

RePEc Handle
repec:eee:ecolet:v:226:y:2023:i:c:s0165176523001441
Journal Field
General
Author Count
1
Added to Database
2026-01-29