International Robust Disagreement
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References listed on IDEAS
- Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005.
"Do Heterogeneous Beliefs Matter for Asset Pricing?,"
Review of Financial Studies,
Society for Financial Studies, vol. 18(3), pages 875-924.
- Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004. "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings 477, Econometric Society.
- Jaroslav Borovicka, 2009. "Heterogeneous beliefs under recursive preferences," 2009 Meeting Papers 892, Society for Economic Dynamics.
- Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010. "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 98(3), pages 415-438, December.
- Anderson, Evan W., 2005. "The dynamics of risk-sensitive allocations," Journal of Economic Theory, Elsevier, vol. 125(2), pages 93-150, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Luo, Yulei & Nie, Jun & Young, Eric R., 2014.
"Robust control, informational frictions, and international consumption correlations,"
European Economic Review,
Elsevier, vol. 67(C), pages 1-27.
- Yulei Luo & Jun Nie & Eric R. Young, 2010. "Robust control, informational frictions, and international consumption correlations," Research Working Paper RWP 10-16, Federal Reserve Bank of Kansas City.
- Yulei Luo & Jun Nie & Eric R. Young, 2013. "Robust Control, Informational Frictions, and International Consumption Correlations," Working Papers 212013, Hong Kong Institute for Monetary Research.
- Yulei Luo & Eric R.Young & Jun Nie, 2011. "Robust Control, Informational Frictions, and International Consumption Correlations," 2011 Meeting Papers 209, Society for Economic Dynamics.
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