期刊文献+

资产价格泡沫理论综述 被引量:2

Summary Studies on Asset Price Bubbles
下载PDF
导出
摘要 对资产泡沫的形成机制的研究可以从理性投机泡沫理论、非理性泡沫理论、基于信息论和博弈论的泡沫理论、非线性泡沫理论等方面进行总结,对这些研究进行一个简单的文献综述,可以得出结论:资产泡沫成因必须结合多个理论进行分析。 The studies on asset price bubbles can be summarized from the theories as following:, rational speculative bubbles theory, irrational speculative bubbles theory, theories based on information theory and game theory, nonlinear bubbles theory. From these studies we can draw the conclusion that the studies on asset price bubbles should be the combination of different theories.
作者 叶静雅
机构地区 厦门大学金融系
出处 《皖西学院学报》 2008年第4期76-80,共5页 Journal of West Anhui University
关键词 资产泡沫 行为金融学 非线性泡沫理论 asset price bubbIes behavior inance nonlinear bubbles theory
  • 相关文献

参考文献33

  • 1Blanchard O. J, Fisher S. Letures on Macroeconomies[M]. Cambridge: MIT Press, 1989.
  • 2Tirole J. On the Possibility of Speculation under Rational Expectations [J ]. Econometrica, 1982,50(5) : 116 3 - 1181.
  • 3Weil P. Confidence and the Real Value of Money on Overlapping Generation Models[J]. Quarterly Journal of Economies, 1987,102(1) : 1-22.
  • 4Tirole J. Asset Bubbles and Overlapping Generations[J]. Econometrica, 1985,53 (6) : 1499- 1528.
  • 5Weil P. Overlapping Families of Infinitely-lived Agents [J] , Journal of Public Economics, 1989, 38 ( 2 ) : 183 - 198.
  • 6Yanagawa N. ,Grossman G. M. Asset Bubbles and Endogenous Growth[J]. Journal of Monetary Economics, 1993, 31(1):3-19.
  • 7Futagami K. , Shibata A. Welfare Effects of Bubbles in an Endogenous Growth ModeI[J]. Research in Economics, 1999,53(4) : 381-403.
  • 8Futagami K. , Shibata A. Growth Effects of Bubbles in an Endogenous Growth Model[J]. The Japanese Economics Review, 2000,51 (2) : 221 -235.
  • 9Santos M. S. ,Woodford M. Rational Asset Pricing Bubbles [J]. Econometrica, 1997,65 (1) : 19-57.
  • 10Loewenstein M. , Willard G. A. Rational Equilibrium Asset Pricing Bubbles in Continuous Trading Models [J]. Journal of Economic Theory, 2000,91 ( 1 ) : 17-58.

同被引文献17

  • 1潘志刚,李忠民.西方金融监管理论演变文献综述[J].兰州商学院学报,2005,21(6):57-62. 被引量:5
  • 2吴卫星,汪勇祥,梁衡义.过度自信、有限参与和资产价格泡沫[J].经济研究,2006,41(4):115-127. 被引量:94
  • 3Wi iam A Brock Cars H Hommes ;Heterogeneous beliefs and routes to chaos in a simple asset pricing model[J] .Journal of Economic Dynamics and Control; 1998, 22(8).
  • 4文彬.信贷扩张、资产价格泡沫及在中国的经验分析[J].经济问题,2007(11):26-28. 被引量:7
  • 5Carl Chiarella,Roberto Dieci,Laura Gardini.Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents. Journal of Econometrics . 2006
  • 6Jones S,Lee D,Weis E.Herding and Feedback Trading by Different Types of Inference on Cointegration with Application to the Demandfor Money. Oxford Bulletin of Economics and Statistics . 1999
  • 7Allen Franklin,Gary Gorton.Churning Bubbles. Review of Economics Studies . 1993
  • 8De Long JB,Shleifer A,Summers LH,et al.Positive feedback investment strategies and destabilizing rational speculation. The Journal of Finance . 1990
  • 9Kaufman George G.Bank Failures, Systemic Risk and Bank Regulation. Cato Journal . 1996
  • 10Lux T.Herd behavior, bubbles and crashes. The Economic Journal . 1995

引证文献2

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部