Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F11%3A00359212" target="_blank" >RIV/67985556:_____/11:00359212 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit
Original language description
A static general equilibrium model of a production economy with bank credit is used to study the interaction of asset price bubbles and macroprudential policies.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Finance a úvěr-Czech Journal of Economics and Finance
ISSN
0015-1920
e-ISSN
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Volume of the periodical
61
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
25
Pages from-to
92-116
UT code for WoS article
000289915600006
EID of the result in the Scopus database
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