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Endogenous Uncertainty and Market Volatility
Kurz, Mordecai; Motolese, Maurizio - 1999
Endogenous Uncertainty is that component of economic risk and market volatility which is propagated within the economy by the beliefs and actions of agents. The theory of Rational Belief (see Kurz [1994]) permits rational agents to hold diverse beliefs and consequently, a Rational Belief...
Persistent link: https://www.econbiz.de/10011608491
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On the structure and diversity of rational beliefs
Kurz, Mordecai - 1991
Persistent link: https://www.econbiz.de/10000836724
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On rational belief equilibria
Kurz, Mordecai - 1991
Persistent link: https://www.econbiz.de/10000836725
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Diverse beliefs and time variability of risk premia
Kurz, Mordecai (contributor); Motolese, Maurizio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003756851
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Rational diverse beliefs and economic volatility
Kurz, Mordecai (contributor) - 2007
Persistent link: https://www.econbiz.de/10003756855
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Rational diverse beliefs and market volatility
Kurz, Mordecai - In: Handbook of financial markets : dynamics and evolution, (pp. 439-506). 2009
Persistent link: https://www.econbiz.de/10003820645
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Diverse beliefs and time variability of risk premia
Kurz, Mordecai; Motolese, Maurizio - In: Economic theory : official journal of the Society for … 47 (2011) 2/3, pp. 293-335
Persistent link: https://www.econbiz.de/10009126592
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Endogenous uncertainty and rational belief equilibrium : a unified theory of market volatility
Kurz, Mordecai - In: General equilibrium : problem and prospects, (pp. 246-282). 2003
Persistent link: https://www.econbiz.de/10001986747
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Determinants of stock market volatility and risk premia
Kurz, Mordecai; Jin, Hehui; Motolese, Maurizio - In: Annals of finance 1 (2005) 2, pp. 109-147
Persistent link: https://www.econbiz.de/10002713109
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Social states of belief and the determinant of the equity risk premium in a rational belief equilibrium
Kurz, Mordecai - In: Functional analysis and economic theory : with 6 tables, (pp. 171-220). 1998
Persistent link: https://www.econbiz.de/10001302079