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Shrunken earnings predictions are better predictions

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Cumulative prospect theory challenges traditional expected utility theory

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A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period : a behavioural perspective

Lin, Hsiou-Wei; Tai, Yun Chiang - In: Applied financial economics 19 (2009) 13/15, pp. 1223-1237

is proposed. We provide a threshold estimation under the general equilibrium framework. The Keynes-Einzig conjecture … the aggregated data are used. Outside thresholds, the random process is shown from our general equilibrium estimation. Our … and the directionless moving as the threshold is reached. Behind our estimation, it shows that the threshold forms a new …

Persistent link: https://www.econbiz.de/10003886033