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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

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

Social states of belief and the determinants of the equity risk premium in a rational belief equilibrium

Kurz, Mordecai - 1997

Persistent link: https://www.econbiz.de/10000974019

On the volatility of foreign exchange rates

Kurz, Mordecai - In: Endogenous economic fluctuations : studies in the …, (pp. 317-352). 1997

Persistent link: https://www.econbiz.de/10001321777

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