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Demand for assets by heterogeneous agents in the Italian markets
D'Ecclesia, Rita L. - In: New operational approaches for financial modelling, (pp. 63-79). 1997
Persistent link: https://www.econbiz.de/10001299232
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Bayesian nonparametrics for financial volatility modeling
Zaharieva, Martina Danielova - 2017
Persistent link: https://www.econbiz.de/10012200829
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Learning and convergence to a noisy rational expectations equilbrium in an asset market model
Margaritis, Dimitris - 1987 - Rev
Persistent link: https://www.econbiz.de/10000722932
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Search frictions and asset price volatility
Ravikumar, B.; Shao, Enchuan - 2010
We examine the quantitative effect of search frictions in product markets on asset price volatility. We combine several features from Shi (1997) and Lagos and Wright (2002) in a model without money. Households prefer special goods and general goods. Special goods can be obtained only via a...
Persistent link: https://www.econbiz.de/10010279919
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The role of financial speculation in driving the price of crue oil
Alquist, Ron; Gervais, Olivier - 2011
terms of large and persistent demand shocks related to growth in global real activity in the presence of supply constraints. …
Persistent link: https://www.econbiz.de/10010289721
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Demand-based option pricing
Garleanu, Nicolae (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003726854
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A note on demand for high-quality fixed-income bonds : what demographics may imply
Schich, Sebastian T.; Weth, Mark - In: Money, finance and demography : the consequences of …, (pp. 119-134). 2007
Persistent link: https://www.econbiz.de/10003645434
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Savings, credit, and insurance : household demand for formal financial services in rural Ghana
Bendig, Mirko (contributor); Giesbert, Lena (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003806779
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Savings, credit, and insurance : household demand for formal financial services in rural Ghana
Bendig, Mirko; Giesbert, Lena; Steiner, Susan - 2009
Persistent link: https://www.econbiz.de/10003807260
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Demand-based option pricing
Garleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. - In: The review of financial studies 22 (2009) 10, pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031