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Asset pricing in a monetary economy with heterogeneous beliefs

Croitoru, Benjamin; Lu, Lei - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2203-2219

Persistent link: https://www.econbiz.de/10011372432

Heterogeneous beliefs, monetary policy, and stock price volatility

Oshima, Katsuhiro - In: Annals of finance 17 (2021) 1, pp. 79-125

Persistent link: https://www.econbiz.de/10012489939

The illusions of the "new consensus" in macroeconomics : a Minskian analysis

Argitis, Giorgos - In: Journal of post-Keynesian economics : JPKE 35 (2013) 3, pp. 483-505

Persistent link: https://www.econbiz.de/10009759811

How beneficial was the Great Moderation after all?

Pancrazi, Roberto - In: Journal of economic dynamics & control 46 (2014), pp. 73-90

Persistent link: https://www.econbiz.de/10010474406

Measuring market expectations

Baumeister, Christiane - 2021

Persistent link: https://www.econbiz.de/10012613628

Nominal rigidities, asset returns, and monetary policy

Li, Erica X. N.; Palomino, Francisco - In: Journal of monetary economics 66 (2014), pp. 210-225

Persistent link: https://www.econbiz.de/10010482349

A model of cycles and bubbles under heterogeneous beliefs in financial markets

Burs, Carina - In: Cogent economics & finance 11 (2023) 2, pp. 1-29

I study the effect of heterogeneous beliefs about asset prices on the long-term behavior of financial markets. Starting from the ideas of Abreu and Brunnermeier (2003), a two-dimensional system of differential equations is developed. The first dynamic variable is the asset price growth rate. The...

Persistent link: https://www.econbiz.de/10014501110