Testing for Asset Price Bubbles: An Invariance Theorem

2019 ◽  
Author(s):  
Robert A. Jarrow ◽  
Philip Protter ◽  
Jaime San Martin
Keyword(s):  
Asset Price ◽  
Asset Price Bubbles ◽  
Price Bubbles ◽  
Invariance Theorem

Risk measures and the impact of asset price bubbles

2015 ◽  
Vol 17 (3) ◽  
pp. 35-56 ◽  
Author(s):  
Robert Jarrow ◽  
Felipe Bastos G. Silva
Keyword(s):  
Risk Measures ◽  
Asset Price ◽  
Asset Price Bubbles ◽  
Price Bubbles ◽  
The Impact

scholarly journals Online Communication and Asset Price Bubbles

2021 ◽  
Vol 187 ◽  
pp. 36-41
Author(s):  
Kun Zhang ◽  
Tianyi Gu ◽  
Yuanyuan Wang
Keyword(s):  
Asset Price ◽  
Online Communication ◽  
Asset Price Bubbles ◽  
Price Bubbles

ASSET PRICE BUBBLES AND TECHNOLOGICAL INNOVATION

2018 ◽  
Vol 57 (1) ◽  
pp. 482-497
Author(s):  
Jong Kook Shin ◽  
Chetan Subramanian
Keyword(s):  
Technological Innovation ◽  
Asset Price ◽  
Asset Price Bubbles ◽  
Price Bubbles

A liquidity-based model for asset price bubbles

2012 ◽  
Vol 12 (9) ◽  
pp. 1339-1349 ◽  
Author(s):  
Robert A. Jarrow ◽  
Philip Protter ◽  
Alexandre F. Roch
Keyword(s):  
Asset Price ◽  
Asset Price Bubbles ◽  
Price Bubbles
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