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• H. Peter Boswijk
• Cars Hommes

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 252.

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Date of creation: 01 Aug 2003
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Handle: RePEc:sce:scecf3:252

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Related research

Keywords: asset pricing; heterogeneous expectations; bubbles; mean reversion;

Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations

This paper has been announced in the following NEP Reports:

• NEP-ALL-2003-10-20 (All new papers)
• NEP-CFN-2003-10-20 (Corporate Finance)
• NEP-FIN-2003-10-20 (Finance)
• NEP-FMK-2003-10-20 (Financial Markets)
• NEP-RMG-2003-10-20 (Risk Management)

Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-12-2.