Social states of belief and the determinant of the equity risk premium in a rational belief equilibrium
Year of publication: |
1998
|
---|---|
Authors: | Kurz, Mordecai |
Published in: |
Functional analysis and economic theory : with 6 tables. - Berlin : Springer, ISBN 3-540-64495-4. - 1998, p. 171-220
|
Subject: | Risiko | Risk | Rationale Erwartung | Rational expectations | Risikoprämie | Risk premium | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory |
-
Endogenous uncertainty and rational belief equilibrium : a unified theory of market volatility
Kurz, Mordecai, (2003)
-
Endogenous uncertainty and market volatility
Kurz, Mordecai, (2001)
-
Kurz, Mordecai, (1997)
- More ...
-
Aliprantis, Charalambos D., (2004)
-
The role of expectations in economic fluctuations and the efficacy of monetary policy
Kurz, Mordecai, (2003)
-
Endogenous fluctuations and the role of monetary policy
Kurz, Mordecai, (2002)
- More ...