Template-Type: ReDIF-Article 1.0
Author-Name: Marina Yu. Malkina
Author-Email: mmuri@yandex.ru
Author-Workplace-Name: Lobachevsky State University of Nizhni Novgorod - National Research University, Nizhni Novgorod, Russia
Author-Name: Lev L. Grishenko
Author-Email: Lev_spartak@mail.ru
Author-Workplace-Name: Group of VKT companies
Title: Mechanisms of Formation, Methods of Identification and Regulation of Financial Bubbles
Abstract: In the article the modern approaches to an analysis of financial bubbles, and the methods and models of their identification, the ways of their regulation are investigated. New method of financial bubble identification on the basis of the analysis of dynamics of structural indicators, characterizing the ratios of the real, monetary and stock exchange sectors of economy, is worked out and applied to the Russian stock market. The regression model of financial and money markets interrelation is offered.
Classification-JEL:
Keywords: financial bubble, model, method, regulation, money market, stock exchange
Journal: Finansovyj žhurnal — Financial Journal
Pages: 35-44
Issue: 2
Year: 2013
Month: June
File-URL: http://www.nifi.ru/images/FILES/Journal/Archive/2013/2/statii/2013_02_04.pdf
File-Format: Application/pdf
Handle: RePEc:fru:finjrn:130204:p:35-44