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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

Risk premia, diverse belief and beauty contests

Kurz, Mordecai (contributor); Motolese, Maurizio (contributor) - 2006

Persistent link: https://www.econbiz.de/10003756331

Diverse beliefs and time variability of risk premia

Kurz, Mordecai (contributor); Motolese, Maurizio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003756851

Risk premia, diverse beliefs and beauty contests

Kurz, Mordecai; Motolese, Maurizio - 2007

Persistent link: https://www.econbiz.de/10003421285

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

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

Determinants of stock market volatility and risk premia

Kurz, Mordecai (contributor); Jin, Hehui (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001935777

Endogenous uncertainty and market volatility

Kurz, Mordecai; Motolese, Maurizio - In: Economic theory : official journal of the Society for … 17 (2001) 3, pp. 497-544

Persistent link: https://www.econbiz.de/10001574742

Endogenous uncertainty and market volatility

Kurz, Mordecai; Motolese, Maurizio - 1999

Persistent link: https://www.econbiz.de/10001374754

Endogenous uncertainty and market volatility

Kurz, Mordecai; Motolese, Maurizio - 1999

Persistent link: https://www.econbiz.de/10001377778

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