資産価格のランダム性に関する歴史的考察

概要

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It seems that 'history repeats itself in asset markets. This paper surveys. the history of asset price movements. Part Ⅰ reviews the bubble of Japanese asset markets in the late eighties, Part Ⅱ touches upon the random character of prices, Part Ⅲ reviews the bulb and the bubble of European countries in the seventeenth and eighteenth centuries, Part Ⅳ traces the speculative price movement in the post-war US stock market, and Part Ⅴ takes a general view on the Black Monday in 1987.
文教大学の論文