Speculative bubbles and financial markets

This file is part of IDEAS, which uses RePEc data

Speculative bubbles and financial markets

Author Info

ADAM, Marie Christine
SZAFARZ, Ariane

Additional information is available for the following registered author(s):

Ariane Szafarz

Abstract

No abstract is available for this item.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number info:hdl:2013/665.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:ulb:ecoulb:info:hdl:2013/665

Contact details of provider:
Postal: CP 135 - Av. F.D., Roosevelt, 50, 1050 Bruxelles
Web page: http://difusion.ulb.ac.be
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Benoit Pauwels).

Related research
Keywords:

Other versions of this item:

Article
- Adam, M C & Szafarz, A, 1992. "Speculative Bubbles and Financial Markets," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 626-40, October. [Downloadable!] (restricted)
Paper
- ADAM, Marie Christine & SZAFARZ, Ariane, . "Speculative bubbles and financial markets," ULB Institutional Repository info:hdl:2013/689, ULB -- Universite Libre de Bruxelles.

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Marie Brière & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," Working Papers DULBEA 08-22.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
Other versions:
- Marie Brière & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion,only globalization and flight to quality," Working Papers CEB 08-018.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
- Brière, Marie & CHAPELLE, Ariane & SZAFARZ, Ariane, 2008. "No contagion, only globalization and flight to quality," ULB Institutional Repository 08-22.RS, ULB -- Universite Libre de Bruxelles. [Downloadable!]
Thomas Lux & D. Sornette, 1999. "On Rational Bubbles and Fat Tails," Quantitative Finance Papers cond-mat/9910141, arXiv.org. [Downloadable!]
D. Sornette & W. -X. Zhou, 2003. "Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market," Quantitative Finance Papers cond-mat/0306496, arXiv.org. [Downloadable!]
D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Quantitative Finance Papers cond-mat/0106520, arXiv.org. [Downloadable!]
Khalid Sekkat & Ariane Szafarz, 2009. "Valuing Homeownership," Working Papers CEB 09-006.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
Other versions:
- SEKKAT, Khalid & SZAFARZ, Ariane, 2009. "Valuing homeownership," ULB Institutional Repository 09-006.RS, ULB -- Universite Libre de Bruxelles. [Downloadable!]
G. Harras & D. Sornette, 2008. "Endogenous versus exogenous origins of financial rallies and crashes in an agent-based model with Bayesian learning and imitation," Quantitative Finance Papers 0806.2989, arXiv.org. [Downloadable!]
Y. Malevergne & D. Sornette, 2001. "Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation," Quantitative Finance Papers cond-mat/0101371, arXiv.org. [Downloadable!]
Thomas Lux & Didier Sornette, 1999. "On Rational Bubbles and Fat Tails," Discussion Paper Serie B 458, University of Bonn, Germany. [Downloadable!]
Other versions:
- Lux, Thomas & Sornette, Didier, 2002. "On Rational Bubbles and Fat Tails," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 589-610, August.
D. Sornette, 2000. ""Slimming" of power law tails by increasing market returns," Quantitative Finance Papers cond-mat/0010112, arXiv.org, revised Sep 2001. [Downloadable!]
Renato Flôres & Ariane Szafarz, 1997. "Testing the Information Structure of Eastern European Markets: The Warsaw Stock Exchange," Economic Change and Restructuring, Springer, vol. 30(2), pages 91-105, May. [Downloadable!] (restricted)
Other versions:
- Renato G. Flores & JrAriane Szafarz, . "Testing the Information Structure of eastern European Markets: The Warsaw Stock Exchange," Ace Project Memoranda 96/7, Department of Economics, University of Leicester.
- Flôres, Renato & SZAFARZ, Ariane, . "Testing the information structure of Eastern European markets: the Warsaw stock exchange," ULB Institutional Repository info:hdl:2013/707, ULB -- Universite Libre de Bruxelles.
- Flores, Renato G, Jr & Szafarz, Ariane, 1997. " Testing the Information Structure of Eastern European Markets: The Warsaw Stock Exchange," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 91-105. [Downloadable!] (restricted)
D. Sornette & Y. Malevergne & J. F. Muzy, 2002. "Volatility fingerprints of large shocks: Endogeneous versus exogeneous," Quantitative Finance Papers cond-mat/0204626, arXiv.org. [Downloadable!]

Statistics

Access and download statistics

Did you know? You can use IDEAS to provide links to papers and articles in your course syllabus.

This page was last updated on 2009-11-14.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.