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A Quantitative Model of Competitive Asset Pricing Under Private Information

Author

Listed:
  • Martin Schneider
  • Juan Carlos Hatchondo
  • Per Krusell

    (Department of Economics University of Rochester)

Abstract

No abstract is available for this item.

Suggested Citation

  • Martin Schneider & Juan Carlos Hatchondo & Per Krusell, 2005. "A Quantitative Model of Competitive Asset Pricing Under Private Information," 2005 Meeting Papers 464, Society for Economic Dynamics.
  • Handle: RePEc:red:sed005:464
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    Citations

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    Cited by:

    1. Juan Hatchondo, 2004. "The value of information with heterogeneous agents and partially revealing prices," Econometric Society 2004 North American Summer Meetings 175, Econometric Society.

    More about this item

    Keywords

    asset pricing; asymmetric information; heterogeneous beliefs;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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