Liquidity Induced Asset Bubbles via Flows of ELMMs-Reference-Cited by-同舟云学术

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Liquidity Induced Asset Bubbles via Flows of ELMMs

Published:2018-01 Issue:2 Volume:9 Page:800-834
ISSN:1945-497X
Container-title:SIAM Journal on Financial Mathematics
language:en
Short-container-title:SIAM J. Finan. Math.

Author:

Biagini Francesca,Mazzon Andrea,Meyer-Brandis Thilo

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Finance,Numerical Analysis

Link

https://epubs.siam.org/doi/pdf/10.1137/16M1107097

Reference43 articles.

1. Bubbles and Crashes

2. The Network Origins of Aggregate Fluctuations

3. Bubbles and Crises

4. Financial Contagion

5. RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Detecting asset price bubbles using deep learning;Mathematical Finance;2024-07-18

2. Liquidity Based Modeling of Asset Price Bubbles via Random Matching;SIAM Journal on Financial Mathematics;2023-12-15

3. Asset price bubbles in markets with transaction costs;Frontiers of Mathematical Finance;2022

4. Financial Asset Bubbles in Banking Networks;SIAM Journal on Financial Mathematics;2019-01

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