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Bollerslev, Tim
75
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45
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41
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39
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33
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32
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31
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27
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Meddahi, Nour
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Yu, Jun
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21
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19
Giglio, Stefano
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Li, Kai
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Journal of international money and finance
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Energy economics
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International review of financial analysis
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Econometric reviews
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of monetary economics
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ECONIS (ZBW)
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1
Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia
-
2022
1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.
Persistent link: https://www.econbiz.de/10013192353
Saved in:
2
Rational diverse beliefs and economic volatility
Kurz, Mordecai
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003756855
Saved in:
3
Rational diverse beliefs and market volatility
Kurz, Mordecai
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 439-506)
.
2009
Persistent link: https://www.econbiz.de/10003820645
Saved in:
4
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
5
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
6
Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations
Sordi, Serena
;
Vercelli, Alessandro
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 544-557
Persistent link: https://www.econbiz.de/10009698005
Saved in:
7
Fitting survey expectations and uncertainty about trend inflation
Henzel, Steffen R.
- In:
Journal of macroeconomics
35
(
2013
),
pp. 172-185
Persistent link: https://www.econbiz.de/10009723974
Saved in:
8
Behavioral learning equilibria
Hommes, Cars H.
;
Zhu, Mei
- In:
Journal of economic theory
150
(
2014
),
pp. 778-814
Persistent link: https://www.econbiz.de/10010360451
Saved in:
9
Good luck or good policy? : an expectational
theory
of macro volatility switches
Gaballo, Gaetano
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2755-2770
Persistent link: https://www.econbiz.de/10010348106
Saved in:
10
Agent based models, housing fluctuations and the role of heterogeneous expectations
Li, Jinke
;
Meen, Geoffrey P.
-
2016
Persistent link: https://www.econbiz.de/10011541533
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