Time traders: Derivatives, Minsky and a reinterpretation of the causes of the 2008 Global Financial Crisis.

There are two major competing theoretical explanations of the 2008 Global Financial Crisis: neoclassicism and pos Keynesianism. Neoclassicists assume that crises are exogenous and are thus concerned with assessing the proper regulation and enforcement regime. Central to the post Keynesian position i...

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Publicado en:Journal of Post Keynesian Economics Vol. 42; no. 3; pp. 469 - 487
Autor principal: Troncoso, Joshua N.
Formato: Artículo
Publicado: Taylor & Francis Ltd 2019
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: Time traders: Derivatives, Minsky and a reinterpretation of the causes of the 2008 Global Financial Crisis.
      aug:
        au: Troncoso, Joshua N.
      su:
        Financial crises
        Financial instruments
        Relief valves
        Demand function
        Moneylenders
      sug:
        subj:
          Financial crises
          Other Financial Vehicles
          Industrial Valve Manufacturing
          Consumer Lending
          Financial instruments
          Relief valves
          Demand function
          Moneylenders
      keyword:
        derivatives
        Financial crisis
        Minsky
        derivatives
        Financial crisis
        Minsky
      ab: There are two major competing theoretical explanations of the 2008 Global Financial Crisis: neoclassicism and pos Keynesianism. Neoclassicists assume that crises are exogenous and are thus concerned with assessing the proper regulation and enforcement regime. Central to the post Keynesian position is Hyman Minsky, whose financial instability hypothesis holds that crises are due to the structure of financial assets in complex economies and are thus endogenous. This article uses qualitative financial data to show how derivatives and other exotic instruments (neoclassical analyses) bypassed the deflationary safety valve in Minsky's financial instability hypothesis. In his model, uncertainty and risk valuations either push demand prices for financial assets below what banks are willing to sell or greater risk valuations will push the costs of producing assets above what the market will pay; initiating a deflationary break. Derivatives broke this mechanism. Lenders in the 2000s used complex financial instruments to artificially eliminate risk, which made the supply-price of financial assets inelastic to upward shifts in uncertainty. Without supply-side risk to push prices above the demand curve, lenders bypassed the mechanism responsible for popping speculative bubbles and initiating deflationary market corrections. Thus, Minsky's ponzi phase was more difficult to stop than his model would have predicted.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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