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Essays on exchange rate, sovereign risk and international investment

Wu, Thomas Yen Hon - 2007

Persistent link: https://www.econbiz.de/10009271064

Speculative equilibrium with differences in higher-order beliefs

Han, Jungsuk; Kyle, Albert S. - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4317-4332

Persistent link: https://www.econbiz.de/10011921524

Finite bubbles with short sale constraints and asymmetric information

Allen, Franklin; Morris, Stephen; Postlewaite, Andrew - 1992

Persistent link: https://www.econbiz.de/10000836219

Beauty contests and iterated expectations in asset markets

Allen, Franklin; Morris, Stephen; Shin, Hyun Song - In: The review of financial studies 19 (2006) 3, pp. 719-752

Persistent link: https://www.econbiz.de/10003358376

Should central banks burst bubbles? : some microeconomic issues

Conlon, John R. - In: The economic journal : the journal of the Royal … 125 (2015) 582, pp. 141-161

Persistent link: https://www.econbiz.de/10011346019

Beauty contests, bubbles and iterated expectations in asset markets

Allen, Franklin; Morris, Stephen; Shin, Hyun Song - 2003

Persistent link: https://www.econbiz.de/10001739988

Finite bubbles with short sale constraints and asymmetric information

Allen, Franklin - In: Journal of economic theory 61 (1993) 2, pp. 206-229

Persistent link: https://www.econbiz.de/10001157088

Prices, price processes, volume and their information : a literature survey

Brunnermeier, Markus Konrad - 1997

Persistent link: https://www.econbiz.de/10000967595

Beauty contests, bubbles and iterated expectations in asset markets

Allen, Franklin (contributor); Morris, Stephen (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001754502

Leaning against the bubble : Central Bank intervention in Walrasian asset markets

Chang, Chia-ling; Ilomäki, Jukka; Laurila, Hannu - In: Risks : open access journal 9 (2021) 12, pp. 1-12

The paper presents a two-period Walrasian financial market model composed of informed and uninformed rational investors, and noise traders. The rational investors maximize second period consumption utility from the payoffs of trading risk-free holdings to risky assets in the first period. The...

Persistent link: https://www.econbiz.de/10012705091

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