Asset price volatility in a nonconvex general equilibrium model
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Note: Received: March 19, 1998; revised version: June 2, 1998
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Cited by:
- Challe, Edouard, 2008.
"Endogenous participation risk in speculative markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2148-2164, July.
- Edouard Challe, 2005. "Endogenous Participation Rick in Speculative Markets," Money Macro and Finance (MMF) Research Group Conference 2005 90, Money Macro and Finance Research Group.
- Edouard Challe, 2007. "Endogenous Participation Risk in Speculative Markets," Post-Print halshs-00170887, HAL.
- Russell W. Cooper & Dean Corbae, 2001. "Financial collapse and active monetary policy: a lesson from the Great Depression," Staff Report 289, Federal Reserve Bank of Minneapolis.
- Challe, Edouard, 2004.
"Sunspots and predictable asset returns,"
Journal of Economic Theory, Elsevier, vol. 115(1), pages 182-190, March.
- Edouard Challe, 2004. "Sunspots and predictable asset returns," Post-Print halshs-00069375, HAL.
- Cooper, Russell & Corbae, Dean, 2002. "Financial Collapse: A Lesson from the Great Depression," Journal of Economic Theory, Elsevier, vol. 107(2), pages 159-190, December.
- repec:dau:papers:123456789/12877 is not listed on IDEAS
- Stodder, James, 2009. "Complementary credit networks and macroeconomic stability: Switzerland's Wirtschaftsring," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 79-95, October.
- Shi, Lisi & Suen, Richard M.H., 2014.
"Asset bubbles in an overlapping generations model with endogenous labor supply,"
Economics Letters, Elsevier, vol. 123(2), pages 164-167.
- Shi, Lisi & Suen, Richard M. H., 2013. "Asset Bubbles in an Overlapping Generations Model with Endogenous Labor Supply," MPRA Paper 48835, University Library of Munich, Germany.
- Lisi Shi & Richard M. H. Suen, 2014. "Asset Bubbles in an Overlapping Generations Model with Endogenous Labor Supply," Working papers 2014-02, University of Connecticut, Department of Economics.
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Keywords
Private information · Costly state verification · Asset price volatility · Cycles.;JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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