A Note on Synchronization Risk and Delayed Arbitrage

Hideaki Sakawa and Naoki Watanabel

Economics Bulletin, 2006, vol. 7, issue 7, 1-12

Abstract: This note reexamines Abreu and Brunnermeier's (2003) analysis of a bubble that persists towards synchronization risk. We find that a certain condition that usually does not hold is required for the existence of synchronization risk.

JEL-codes: G0 G1 (search for similar items in EconPapers)
Date: 2006-10-16
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