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Publications by GIANLUCA CASSESE

A Note on Asset Bubbles in Continuous-Time

International Journal of Theoretical and Applied Finance

English

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Asset Bubbles and Bailouts

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Asset Float and Speculative Bubbles

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Bayesian Analysis of Bubbles in Asset Prices

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A Simple Procedure to Incorporate Predictive Models in a Continuous Time Asset Allocation

Quantitative Finance Letters

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The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts

SSRN Electronic Journal

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Asset Pledgeability and Endogenously Leveraged Bubbles

Federal Reserve Bank of Richmond Working Papers

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A Note on Kalman Canonical Decomposition of Linear Periodic Continuous-Time Systems

Transactions of the Society of Instrument and Control Engineers

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A Markov Regime-Switching Model With Time-Varying Transition Probabilities for Identifying Asset Price Bubbles

International Journal of Economics and Finance

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A Note on Merton's Optimum Consumption and Portfolio Rules in a Continuous-Time Model. Revised.

English