Should Central Banks Burst Bubbles?
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Citations
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Cited by:
- Zeno Enders & Hendrik Hakenes, 2021.
"Market Depth, Leverage, and Speculative Bubbles,"
Journal of the European Economic Association, European Economic Association, vol. 19(5), pages 2577-2621.
- Zeno Enders & Hendrik Hakenes, 2017. "Market Depth, Leverage, and Speculative Bubbles," CESifo Working Paper Series 6806, CESifo.
- Zeno Enders & Hendrik Hakenes, 2021. "Market Depth, Leverage, and Speculative Bubbles," ECONtribute Discussion Papers Series 058, University of Bonn and University of Cologne, Germany.
- Zeno Enders & Hendrik Hakenes, 2021. "Market Depth, Leverage, and Speculative Bubbles," CRC TR 224 Discussion Paper Series crctr224_2021_275, University of Bonn and University of Mannheim, Germany.
- Kai, Guo & Conlon, John R., 2007. "Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes," MPRA Paper 5927, University Library of Munich, Germany.
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More about this item
Keywords
Bubbles; Asymmetric Information; Policy;All these keywords.
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2005-11-09 (Central Banking)
- NEP-FMK-2005-11-09 (Financial Markets)
- NEP-MAC-2005-11-09 (Macroeconomics)
- NEP-MON-2005-11-09 (Monetary Economics)
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