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Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis

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Author Info
Didier SORNETTE (ETH Zurich and Swiss Finance Institute)
Ryan WOODARD (ETH Zurich)
Abstract

The financial crisis of 2008, which started with an initially well-defined epicenter focused on mortgage backed securities (MBS), has been cascading into a global economic recession, whose increasing severity and uncertain duration has led and is continuing to lead to massive losses and damage for billions of people. Heavy central bank interventions and government spending programs have been launched worldwide and especially in the USA and Europe, with the hope to unfreeze credit and boltster consumption. Here, we present evidence and articulate a general framework that allows one to diagnose the fundamental cause of the unfolding financial and economic crisis: the accumulation of several bubbles and their interplay andmutual reinforcement has led to an illusion of a “perpetual money machine” allowing financial institutions to extract wealth from an unsustainable artificial process. Taking stock of this diagnostic, we conclude that many of the interventions to address the so-called liquidity crisis and to encourage more consumption are ill-advised and even dangerous, given that precautionary reserves were not accumulated in the “good times” but that huge liabilities were. The most “interesting” present times constitute unique opportunities but also great challenges, for which we offer a few recommendations.

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Publisher Info
Paper provided by Swiss Finance Institute in its series Swiss Finance Institute Research Paper Series with number 09-15.

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Length: 54 pages
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Handle: RePEc:chf:rpseri:rp0915

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Related research
Keywords: Financial crisis; bubbles; real estate; derivatives; out-of-equilibrium; super-exponential growth; crashes; complex systems;

Find related papers by JEL classification:
G01 - Financial Economics - - General - - - Financial Crises
G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting
O16 - Economic Development, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment

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This page was last updated on 2009-11-30.


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