Booms and Busts in Segmented Asset Markets
Martin Schneider ()
No 939, 2007 Meeting Papers from Society for Economic Dynamics
This paper views the US financial system as a collection of partially linked, segmented asset markets. It studies the response of such a collection of markets to various shocks and uses the results to interpret recent boom and bust episodes.
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed007:939
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