Essays about: "Asset Bubbles"
Showing result 1 - 5 of 16 essays containing the words Asset Bubbles.
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1. Quantitative Easing and Asset Price Bubbles
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : 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
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2. 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 fakultetenAbstract : 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
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3. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach
University essay from KTH/Matematisk statistikAbstract : 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
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4. Credit Fuelled Asset Prices and Financial Stability - Is there a causal relationship between credit growth and stock market prices?
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This thesis investigates the causal relationship between credit growth and stock market prices over the time period 1981-2017 in the US, the UK and Sweden. By performing a Granger causality test to examine if credit affects stock market prices, we find evidence that there is no statistically significant Granger causality. READ MORE
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5. Analysis of Cryptocurrency Market and Drivers of the Bitcoin Price : Understanding the price drivers of Bitcoinunder speculative environment
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has been seen that the market trend points out an existence of a speculative bubble. Over the course of the period from 2014 to 2018, the trend in price movements of bitcoin has proved to be strongly speculative. READ MORE