Asset bubble detection, causation and responses in a period of expansionary monetary policy

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Asset bubble detection, causation and responses in a period of expansionary monetary policy

This study investigates if there are asset bubbles present in the stock, housing and bond markets of the US, and explores the influence the Fed has had on asset prices through expansionary monetary policy. By utilising the GSADF procedure, a new bubble monitoring econometric process developed by Phi...

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Bibliographic Details
Main Author:	Garry, Sebastian
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2021
Online Access:	https://eprints.nottingham.ac.uk/66499/

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