Asset price volatility in a nonconvex general equilibrium model
Year of publication: |
1998-10-13
|
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Authors: | Azariadis, Costas ; Chakraborty, Shankha |
Published in: |
Economic Theory. - Springer. - Vol. 12.1998, 3, p. 649-665
|
Publisher: |
Springer |
Subject: | Private information | Costly state verification | Asset price volatility | Cycles |
Extent: | application/pdf |
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Type of publication: | Article |
Notes: | Received: March 19, 1998; revised version: June 2, 1998 |
Classification: | E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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