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How well does the weighted price contribution measure price discovery?
Wang, Jian-xin; Yang, Minxian - In: Journal of economic dynamics & control 55 (2015), pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
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Hierarchical information and the rate of information diffusion
Xue, Yi; Gençay, Ramazan - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1372-1401
Persistent link: https://www.econbiz.de/10009655665
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The distribution of information and the price efficiency of markets
Corgnet, Brice; DeSantis, Mark; Porter, David P. - In: Journal of economic dynamics & control 110 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012501298
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A maximum entropy approach to estimation and inference in dynamic models or counting fish in the sea using maximum entropy
Golan, Amos - In: Journal of economic dynamics & control 20 (1996) 4, pp. 559-582
Persistent link: https://www.econbiz.de/10001194707
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Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 94 (2018), pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
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A statistical equilibrium model of competitive firms
Alfarano, Simone; Milaković, Mishael; Irle, Albrecht; … - In: Journal of economic dynamics & control 36 (2012) 1, pp. 136-149
Persistent link: https://www.econbiz.de/10009422348
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Implications of quantal response statistical equilibrium
Scharfenaker, Ellis - In: Journal of economic dynamics & control 119 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012503804
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Do credit market shocks drive output fluctuations? : evidence from corporate spreads and defaults
Meeks, Roland - In: Journal of economic dynamics & control 36 (2012) 4, pp. 568-584
Persistent link: https://www.econbiz.de/10009554335
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The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul - In: Journal of economic dynamics & control 122 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
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Credibility and the value of information transmission in a model of monetary policy and inflation
Başar, Tamer - In: Journal of economic dynamics & control 14 (1990) 1, pp. 97-116
Persistent link: https://www.econbiz.de/10001085213