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A Folk Theorem for Stochastic Games.
Dutta, P.K. - Department of Economics, School of Arts and Sciences - 1991
Persistent link: https://www.econbiz.de/10005687394
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On an Edgeworth Characterization of Rational Expectations Equilibria in Atomless Asset Market Economies.
Koutsougeras, L.C. - Center for Operations Research and Econometrics (CORE), … - 1996
We provide a definition of the rational expectations core in an atomless economy with asset markets and show that … allocations in the core can be decentralized by a system of asset and spot prices as rational expectations equilibria. …
Persistent link: https://www.econbiz.de/10005669323
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INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.; MADHAVAN, A.N. - Rodney L. White Center for Financial Research, Wharton … - 1990
Persistent link: https://www.econbiz.de/10005245204
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SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.
DOW, J.; GORTON, G. - Rodney L. White Center for Financial Research, Wharton … - 1989
Persistent link: https://www.econbiz.de/10005245251
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Recent Developments in Modeling Volatility in Financial Data.
Nijman, T.E.; Palm, F.C. - CentER for Economic Research, Universiteit van Tilburg - 1991
Persistent link: https://www.econbiz.de/10005775451
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Taux d'interet debiteurs et notation des emetteurs: le cas des billets de tresorie et des obligations en France.
Artus, P.; Garrigues, J.; Sassenou, M. - Caisse des Depots et Consignations - Cahiers de recherche - 1992
Persistent link: https://www.econbiz.de/10005776348
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Optimal Contracting and the Design of Securities.
Ravid, S.A.; Spiegel, M. - Graduate School of Business, Columbia University - 1992
Persistent link: https://www.econbiz.de/10005776723
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Experimental Asset Markets: A Survey.
Sunder, S. - Carnegie Mellon University, Tepper School of Business - 1992
Persistent link: https://www.econbiz.de/10005102278
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Persistence of the Dow Jones Index on Rising Volume.
LeBaron, B. - Wisconsin Madison - Social Systems - 1992
Persistent link: https://www.econbiz.de/10005443475
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Transactions Costs and Correlations in a Large Firm Index.
LeBaron, B. - Wisconsin Madison - Social Systems - 1991
Persistent link: https://www.econbiz.de/10005443502