Big players and herding in asset markets: The case of the Russian ruble

Keyphrases

• Herding 100%
• Asset Markets 100%
• Russian Ruble 100%
• Statistical Techniques 33%
• Historical Case 33%
• Numerical Data 33%
• Asset Prices 33%
• Asset Pricing 33%
• Noise Traders 33%
• Martingale Model 33%
• Long Memory Process 33%
• Benoit Mandelbrot 33%
• Present Value Model 33%
• Martingale 33%
• Expected Net Present Value 33%
• Process Support 33%
• Irrational Bubbles 33%
• Monetary History 33%

Economics, Econometrics and Finance

• Noise Trading 50%
• Monetary History 50%