All that glitters: A theory of multiple bubbles with implications for cryptocurrencies

A-Tier
Journal: Journal of Monetary Economics
Year: 2025
Volume: 152
Issue: C

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We analyze a model of heterogeneous rational bubbles that compete and complement each other. When some bubbles burst, surviving ones gain value, offsetting losses from collapsed bubbles. This “compensation effect,” combined with diversification, enhances welfare. A portfolio of fragile bubbles may rival a single, stable bubble. The stationary equilibrium imposes a tight upper bound on bubble size, considering covariance structures, price fluctuations, and the emergence of new bubbles. These results have important policy implications, particularly for managing crypto ETFs and issuing CBDCs, highlighting the potential benefits of a diversified approach to fragile financial systems.

Technical Details

RePEc Handle
repec:eee:moneco:v:152:y:2025:i:c:s0304393225000352
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25