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Global financial crisis as a phenomenon of stock market overshooting

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  • Fritz Breuss

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File URL: http://hdl.handle.net/10.1007/s10663-010-9140-5
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Bibliographic Info

Article provided by Springer in its journal Empirica.

Volume (Year): 38 (2011)
Issue (Month): 1 (February)
Pages: 131-152

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Handle: RePEc:kap:empiri:v:38:y:2011:i:1:p:131-152

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Web page: http://www.springerlink.com/link.asp?id=100261

Related research

Keywords: Financial crisis; Open economy macroeconomics; Stock markets; Business cycles; E32; E44; E52; F41;

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References

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  1. John B. Taylor, 2009. "The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong," NBER Working Papers 14631, National Bureau of Economic Research, Inc.
  2. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2010. "Does monetary policy affect bank risk-taking?," BIS Working Papers 298, Bank for International Settlements.
  3. Makoto Minegishi & Boris Cournède, 2010. "Monetary Policy Responses to the Crisis and Exit Strategies," OECD Economics Department Working Papers 753, OECD Publishing.
  4. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
  5. Giovanni Dell'Ariccia, 2010. "Monetary Policy and Bank Risk-Taking," IMF Staff Position Notes 2010/09, International Monetary Fund.
  6. Monacelli, Tommaso, 2009. "New Keynesian models, durable goods, and collateral constraints," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 242-254, March.
  7. Peter Mooslechner, 2010. "Reform der Finanzmärkte," FIW Policy Brief series 007, FIW.
  8. Karl Aiginger, 2009. "The Current Economic Crisis: Causes, Cures and Consequences," WIFO Working Papers 341, WIFO.
  9. Zeeman, E. C., 1974. "On the unstable behaviour of stock exchanges," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 39-49, March.
  10. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "This Time Is Different: Eight Centuries of Financial Folly," Economics Books, Princeton University Press, edition 1, volume 1, number 8973.
  11. In't Veld, Jan & Raciborski, Rafal & Ratto, Marco & Roeger, Werner, 2011. "The recent boom-bust cycle: The relative contribution of capital flows, credit supply and asset bubbles," European Economic Review, Elsevier, vol. 55(3), pages 386-406, April.
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Cited by:
  1. Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers halshs-00587460, HAL.
  2. Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011. "Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones
    [Modeling Mexican stock
    ," MPRA Paper 36872, University Library of Munich, Germany.
  3. Fritz Breuss, 2012. "Towards a New EMU," WIFO Working Papers 447, WIFO.

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