Information and volatility
Year of publication: |
July 2015
|
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Authors: | Bergemann, Dirk ; Heumann, Tibor ; Morris, Stephen |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 158.2015, p. 427-465
|
Subject: | Idiosyncratic shocks | Aggregate shocks | Volatility | Confounding information | Moment restrictions | Bayes correlated equilibrium | Volatilität | Schock | Shock | Theorie | Theory | Konjunktur | Business cycle | Korrelation | Correlation | Unvollkommene Information | Incomplete information | Informationsökonomik | Economics of information |
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