검색 상세

자산가격 버블 : Asset Price Bubbles

A Survey of Recent Theoretical Literature

초록/요약

In recent years, there has been much reassessment and reevaluation by academic economists of the efficient market hypothesis The traditional view, stressing the ability of speculative markets to keep asset prices in line with economic fundamentals, has been challenged by an approach more sympathetic to the role of self-fulfilling expectations, psychology, herd behavior and other seemingly irrational influences on asset prices The paper summarizes this influential and rapidly-growing body of theoretical literature on asset price formation with the focus on the concept of rational bubbles and intrinsic bubbles.

more

목차

Ⅰ 서론
Ⅱ 기초 이론
Ⅲ 확정적 버블 및 확률적 버블
Ⅳ 합리적 버블은 합리적인가?
Ⅴ 내재적 버블

more