Financial Asset Bubble Theory

Harold L. Vogel (vogelh@hotmail.com)

Chapter Chapter 11 in Financial Market Bubbles and Crashes, 2021, pp 473-484 from Springer

Abstract: Abstract Financial asset price bubbles are not unique to any time or place. They have been experienced in many different nations, eras, assets, and cultures. Had extensive money and credit creation and recording systems existed in earlier times, we can surmise that bubbles would have occurred then too.

Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-79182-7_11

Ordering information: This item can be ordered from
http://www.springer.com/9783030791827

DOI: 10.1007/978-3-030-79182-7_11

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).