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A Model of Financial Markets with Endogenously Correlated Rational Beliefs

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Author Info
Hiroyuki Nakata ()
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File URL: http://hdl.handle.net/10.1007/s00199-005-0068-0
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Article provided by Springer in its journal Economic Theory.

Volume (Year): 30 (2007)
Issue (Month): 3 (March)
Pages: 431-452
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Handle: RePEc:spr:joecth:v:30:y:2007:i:3:p:431-452

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Related research
Keywords: Communication; Correlation of beliefs; Heterogeneous beliefs; Rational beliefs; D5; D82; D84; E37;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March. [Downloadable!] (restricted)
  2. Mordecai Kurz & Martin Schneider, 1996. "Coordination and correlation in Markov rational belief equilibria (*)," Economic Theory, Springer, vol. 8(3), pages 489-520.
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  3. Mordecai Kurz (contact author) & Hehui Jin & Maurizio Motolese, 2003. "The Role of Expectations in Economic Fluctuations and the Efficacy of Monetary Policy," CFS Working Paper Series 2003/42, Center for Financial Studies. [Downloadable!]
  4. Carsten Krabbe Nielsen, 1996. "Rational belief structures and rational belief equilibria (*)," Economic Theory, Springer, vol. 8(3), pages 399-422.
  5. Barberis, Nicholas & Shleifer, Andrei & Vishny, Robert, 1998. "A model of investor sentiment1," Journal of Financial Economics, Elsevier, vol. 49(3), pages 307-343, September. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Quantitative Finance Papers 0907.4953, arXiv.org. [Downloadable!]
  2. Carsten Nielsen, 2009. "Non-stationary, stable Markov processes on a continuous state space," Economic Theory, Springer, vol. 40(3), pages 473-496, September. [Downloadable!] (restricted)
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