Explaining Financial Crises A Cyclical Approach

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Tác giả: Harald Hagemann, Marc Peter Radke

Ngôn ngữ: ger

ISBN-13: 978-3631754375

Ký hiệu phân loại: 338.542 Business cycles

Thông tin xuất bản: Frankfurt a.M : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2018

Mô tả vật lý: 1 online resource (430 p.)

Bộ sưu tập: Tài liệu truy cập mở

ID: 193410

This book develops a new theoretical approach to the explanation of systemic financial crises in industrial and emerging market countries. In contrast to standard models, the present cyclical approach is consistent with the following three stylized facts. Firstly, systemic financial crises are a recurrent phenomenon generally accompanied by excessive boom-bust cycles. Secondly, the frequency of financial crisis cycles is very irregular. Thirdly, most financial crisis cycles are initiated by positive shocks to profit expectations which induce an unsustainable build-up of financial fragility driven by irrational exuberance. The present approach is based on a sophisticated balancesheet structure with many assets, as well as on an expectation formation scheme which combines the rational expectations hypothesis with Keynes' Beauty Contest Theory.
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