Essays about: "Price bubbles"

Showing result 1 - 5 of 23 essays containing the words Price bubbles.

1. 1. Rational Exuberance: Hedge fund trading strategy in bubbles

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jacob Gren; Elin Söderlund; [2022]
   Keywords : Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

   Abstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE

3. 2. Quantitative Easing and Asset Price Bubbles

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Andrew Buckner; [2022]
   Keywords : Federal Reserve; Housing Prices; Quantitative Easing; Riksbanken;

   Abstract : This paper examines the effect of Quantitative Easing policies from the central banks of the United States and Sweden on the housing prices of their respective countries. Controlling for macroeconomic indicators focuses the analysis to just the effects of the bond purchases directly. READ MORE

4. 3. Does the price development on housing in Stockholm make sense? : An empirical analysis of a possible price bubble on the housing market of Stockholm

   University essay from Södertörns högskola/Nationalekonomi

   Author : Rebecca Hedberg; [2021]
   Keywords : Toda Yamamoto approach; Granger-Causality; VAR model; Price bubbles; Swedish housing market;

   Abstract : The indebtedness of Swedish households has more than doubled in the last ten decades despite the implementation of a mortgage ceiling and stricter amortization requirements. This study takes form to investigate how it is possible that debt related to housing is rising while new regulations against it has been set and how housing prices continues to increase when lending is supposed to be harder. READ MORE

5. 4. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Axel Öhlund; Anna Domnina; [2021]
   Keywords : Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

   Abstract : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. READ MORE

6. 5. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach

   University essay from KTH/Matematisk statistik

   Author : Marcus Häggbom; Shayan Nafar; [2019]
   Keywords : Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion;

   Abstract : The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. READ MORE