A Model of Financial Markets with Endogenously Correlated Rational Beliefs
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DOI: 10.1007/s00199-005-0068-0
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References listed on IDEAS
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Cited by:
- Carsten Nielsen, 2009. "Non-stationary, stable Markov processes on a continuous state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 40(3), pages 473-496, September.
- Motolese, Maurizio & Nakata, Hiroyuki, 2024. "Are macroeconomic indices fool's gold?," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 240-260.
- Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers 06-045, Stanford Institute for Economic Policy Research.
- Mordecai Kurz & Maurizio Motolese, 2011.
"Diverse beliefs and time variability of risk premia,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 293-335, June.
- Mordecai Kurz & Maurizio Motolese, 2007. "Diverse Beliefs and Time Variability of Risk Premia," Discussion Papers 06-044, Stanford Institute for Economic Policy Research.
- Simo-Kengne, Beatrice D. & Riedel, Frank & Demeze-Jouatsa, Ghislain-Herman, 2022.
"Demographic Changes and Asset Prices in an Overlapping Generations Model,"
Center for Mathematical Economics Working Papers
672, Center for Mathematical Economics, Bielefeld University.
- Beatrice D. Simo-Kengne & Frank Riedel & Ghislain H. Demeze-Jouatsa, 2023. "Demographic changes and asset prices in an overlapping generations model," Working Papers 884, Economic Research Southern Africa.
- Gabriel Desgranges & Céline Rochon, 2013.
"Conformism and public news,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1061-1090, April.
- Ms. Celine Rochon & Gabriel Desgranges, 2011. "Conformism and Public News," IMF Working Papers 2011/033, International Monetary Fund.
- A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Papers 0907.4953, arXiv.org.
- Hiroyuki Nakata, 2013. "Welfare effects of short-sale constraints under heterogeneous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(2), pages 283-314, June.
- Rieger, Jörg, 2014. "Financial Transaction Tax and Financial Market Stability with Diverse Beliefs," Working Papers 0563, University of Heidelberg, Department of Economics.
- Maurizio MOTOLESE & NAKATA Hiroyuki, 2016. "Endogenous Fluctuations and Social Welfare under Credit Constraints and Heterogeneous Beliefs," Discussion papers 16082, Research Institute of Economy, Trade and Industry (RIETI).
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More about this item
Keywords
Communication; Correlation of beliefs; Heterogeneous beliefs; Rational beliefs; D5; D82; D84; E37;All these keywords.
JEL classification:
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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