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Efficient "myopic" asset pricing in general equilibrium : a potential pitfall in excess volatility tests
Buiter, Willem H. - 1987
Persistent link: https://www.econbiz.de/10009572007
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Efficient "myopic" asset pricing in general equilibrium : a potential pitfall in excess volatility tests
Buiter, Willem H. - In: Economics letters 2 (1987), pp. 143-148
Persistent link: https://www.econbiz.de/10001037781
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Efficient "Myopic" Asset Pricing in General Equilibrium : a Potential Pitfall in Excess Volatility Tests
Buiter, Willem H. - 2010
Excess volatility tests for financial market efficiency maintain the hypothesis of risk-neutrality. This permits the specification of the benchmark efficient market price as the present discounted value of expected future dividends. By departing from the risk-neutrality assumption in a...
Persistent link: https://www.econbiz.de/10012762911
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Efficient "Myopic" Asset Pricing in General Equilibrium : A Potential Pitfall in Excess Volatility Tests
Buiter, Willem H. - 1987
Excess volatility tests for financial market efficiency maintain the hypothesis of risk-neutrality. This permits the specification of the benchmark efficient market price as the present discounted value of expected future dividends. By departing from the risk-neutrality assumption in a...
Persistent link: https://www.econbiz.de/10012476817
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Reversing unconventional monetary policy : technical and political considerations
Buiter, Willem H. - 2009
Persistent link: https://www.econbiz.de/10003931305
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Reversing unconventional monetary policy : technical and political considerations
Buiter, Willem H. - In: The quest for stability : the macro view, (pp. 23-43). 2010
Persistent link: https://www.econbiz.de/10003995500
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Capital account liberalization and financial sector development in transition countries
Buiter, Willem H.; Taci, Anita - In: Capital liberalization in transition countries : …, (pp. 105-141). 2003
Persistent link: https://www.econbiz.de/10001769630
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[Rezension von: Buiter, Willem H., ..., Financial markets and European monetary cooperation]
Pill, Huw - In: Journal of economic literature 36 (1998) 3, pp. 1510-1512
Persistent link: https://www.econbiz.de/10001350058
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[Rezension] Buiter, Willem H. ..., Financial markets and European monetary cooperation : Cambridge, MA, MIT Press, 1998
Wadhawan, Anup - In: Southern economic journal 65 (1999) 3, pp. 650-653
Persistent link: https://www.econbiz.de/10001409226