Seminar "Asset Price Bubbles - Causes and Consequences" (SS 2018)


Veranstaltungsnummer
042298

Studiengang/-gänge
Master

Vorlesungsverzeichnis

Typ
Seminar

Vorlesungssprache
englisch


Veranstaltungszeitplan

Tag Zeit Häufigkeit Datum Raum
Mittwoch 12:00- 14:00 Uhr Einzeltermin 06.06.2018 Juridicum, JUR 253
Mittwoch 08:00- 10:00 Uhr Einzeltermin 25.07.2018 Juridicum, JUR 253
Mittwoch 10:00- 18:00 Uhr Einzeltermin 25.07.2018 Juridicum, JUR 253
Donnerstag 10:00- 18:00 Uhr Einzeltermin 26.07.2018 Juridicum, JUR 253

Hinweis

Blockseminar

Teilnehmer: ca. 20 Personen; Veranstaltung ist zulassungsbeschränkt (Anmeldung, Bewerbung etc.)

Beschreibung

Description / Main Topics
This seminar deals with asset price bubbles. The main characteristic of a bubble is that assets trade at prices above their fundamental value. Often prices increase rapidly until the bubble reaches its peak. As the bubble bursts, asset prices adjust to their previous levels. One of the first well-known bubbles was the tulip mania in the Netherlands that started in 1634 and collapsed in February 1637. More recent examples are the dot-com bubble which peaked in early 2000 or the housing bubble in the U.S. which started to decline in 2006 and 2007 and was followed by the Great Recession.

This seminar focuses on why bubbles exist and their consequences for the real economy. Specific suggestions for topics will be mailed to registered students. Students have to write a term paper and present their results to the class.

Dozenten

  • Professor Nadja Guenster (verantwortlich)
  • Christian Dreyer (begleitend)
  • Oliver Schulz (begleitend)