Properties of equilibrium asset prices under alternative learning schemes
Year of publication: |
2005
|
---|---|
Authors: | Guidolin, Massimo ; Timmerman, Allan |
Institutions: | Federal Reserve Bank of St. Louis |
Subject: | Assets (Accounting) | Rational expectations (Economic theory) |
-
High equity premia and crash fears. Rational foundations
Guidolin, Massimo, (2005)
-
Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle
Guidolin, Massimo, (2005)
-
An investigation of issues relating to where energy should enter the production function
Lecca, Patrizio, (2010)
- More ...
-
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo, (2005)
-
Strategic asset allocation and consumption decisions under multivariate regime switching
Guidolin, Massimo, (2005)
-
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo, (2005)
- More ...