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Excess Volatility of Stock Prices and Knightian Uncertainty

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Author Info
Dow, James
Werlang, Sérgio Ribeiro da Costa

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Abstract

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Publisher Info
Paper provided by Graduate School of Economics, Getulio Vargas Foundation (Brazil) in its series Economics Working Papers (Ensaios Economicos da EPGE) with number 179.

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Date of creation: 01 Jan 1991
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Handle: RePEc:fgv:epgewp:179

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  1. Andreas Lehnert & Wayne Passmore, 1999. "Pricing systemic crises: monetary and fiscal policy when savers are uncertain," Finance and Economics Discussion Series 1999-33, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  2. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion*," Theory and Decision, Springer, vol. 52(2), pages 149-170, March. [Downloadable!] (restricted)
  3. Shin-ichi Fukuda, 2001. "A Model of Keynesian under Knightian Uncertainty," CIRJE F-Series CIRJE-F-115, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  4. Umberto Cherubini, 1997. "Fuzzy measures and asset prices: accounting for information ambiguity," Applied Mathematical Finance, Taylor and Francis Journals, vol. 4(3), pages 135-149, September. [Downloadable!] (restricted)
  5. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March. [Downloadable!] (restricted)
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