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Booms and Busts in Segmented Asset Markets

Martin Schneider ()

No 939, 2007 Meeting Papers from Society for Economic Dynamics

Abstract: 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.

Date: 2007
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More papers in 2007 Meeting Papers from Society for Economic Dynamics Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA. Contact information at EDIRC.
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