Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

Funding Externalities, Asset Prices and Investors' "Search for Yield"

Simple item page
dc.contributor.authorGai, Prasanna
dc.contributor.authorTrivedi, Kamakshya
dc.date.accessioned2015-12-07T22:33:10Z
dc.date.issued2009
dc.date.updated2016-02-24T10:53:58Z
dc.description.abstractThis note presents a simple model that nests the 'excess liquidity' and 'savings glut' hypotheses of the debate on the recent asset price boom. It clarifies the notion of investors' 'search for yield' and shows how financial frictions influence asset price dynamics.
dc.identifier.issn0307-3378
dc.identifier.urihttp://hdl.handle.net/1885/23139
dc.publisherBlackwell Publishing Ltd
dc.sourceBulletin of Economic Research
dc.subjectKeywords: financial market; hypothesis testing; investment; numerical model; price dynamics Funding externalities; Search for yield
dc.titleFunding Externalities, Asset Prices and Investors' "Search for Yield"
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage82
local.bibliographicCitation.startpage73
local.contributor.affiliationGai, Prasanna, College of Asia and the Pacific, ANU
local.contributor.affiliationTrivedi, Kamakshya, Goldman Sachs London
local.contributor.authoruidGai, Prasanna, u3450335
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150205 - Investment and Risk Management
local.identifier.absfor150299 - Banking, Finance and Investment not elsewhere classified
local.identifier.ariespublicationu4303234xPUB25
local.identifier.citationvolume61
local.identifier.doi10.1111/j.1467-8586.2008.00293.x
local.identifier.scopusID2-s2.0-58249085967
local.type.statusPublished Version

Downloads

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
01_Gai_Funding_Externalities,_Asset_2009.pdf
Size:
184.47 KB
Format:
Adobe Portable Document Format
Download

Collections

ANU Research Publications

DSpace software copyright © 2002-2026 LYRASIS