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Noninformative rational expectations equilibria when assets are nominal : an example
Mischel, K.; Polemarchakis, Heraklis M.; Siconolfi, Paolo - 1989
Persistent link: https://www.econbiz.de/10000774569
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Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1989
Persistent link: https://www.econbiz.de/10000774587
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Stock price distributions, perfect option hedging, and complete markets
Müller, Sigrid M. - 1989
Persistent link: https://www.econbiz.de/10000780954
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On price efficiency
Färe, Rolf; Grosskopf, Shawna - 1987
Persistent link: https://www.econbiz.de/10000760338
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Asset price bubbles and monetary policy
Allen, Franklin (contributor); Gale, Douglas (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657339
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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Beauty contests, bubbles and iterated expectations in asset markets
Allen, Franklin (contributor); Morris, Stephen (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754502
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The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000789283
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U-shaped pricing kernel, volatility and expected option returns
Sichert, Tobias Florian - 2020
Persistent link: https://www.econbiz.de/10012302060
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Essays in financial economics
Sirak, Adjmal Sekander - 2018
Persistent link: https://www.econbiz.de/10012003688