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Large time and small noise asymptotic results for mean reverting diffusion processes with applications
Callen, Jeffrey L.; Govindaraj, Suresh; Xu, Lin - In: Economic theory : official journal of the Society for … 16 (2000) 2, pp. 401-419
Persistent link: https://www.econbiz.de/10001526085
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Incomplete financial markets and jumps in asset prices
Crès, Hervé; Markeprand, Tobias; Tvede, Mich - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 201-219
Persistent link: https://www.econbiz.de/10011554148
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Financial leverage and market volatility with diverse beliefs
Guo, Wen-Chung; Wang, Frank Yong; Wu, Ho-Mou - In: Economic theory : official journal of the Society for … 47 (2011) 2/3, pp. 337-364
Persistent link: https://www.econbiz.de/10009126585
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Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - In: Economic theory : official journal of the Society for … 25 (2005) 4, pp. 917-932
Persistent link: https://www.econbiz.de/10002790238
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Endogenous uncertainty and market volatility
Kurz, Mordecai; Motolese, Maurizio - In: Economic theory : official journal of the Society for … 17 (2001) 3, pp. 497-544
Persistent link: https://www.econbiz.de/10001574742
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Asset price volatility in a nonconvex general equilibrium model
Azariadēs, Kōstas; Chakraborty, Shankha - In: Economic theory : official journal of the Society for … 12 (1998) 3, pp. 649-665
Persistent link: https://www.econbiz.de/10001389294
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Bubbly Markov equilibria
Barbie, Martin; Hillebrand, Marten - In: Economic theory : official journal of the Society for … 66 (2018) 3, pp. 627-679
Persistent link: https://www.econbiz.de/10012022837
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High equity premia and crash fears : rational foundations
Guidolin, Massimo - In: Economic theory : official journal of the Society for … 28 (2006) 3, pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
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Intangible capital, corporate valuation and asset pricing
Danthine, Jean-Pierre; Jin, Xiangrong - In: Economic theory : official journal of the Society for … 32 (2007) 1, pp. 157-177
Persistent link: https://www.econbiz.de/10003461658
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On non-ergodic asset prices
Horst, Ulrich; Wenzelburger, Jan - In: Economic theory : official journal of the Society for … 34 (2008) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10003596911