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International asset prices and portfolio choices under Bayesian learning

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  • Guidolin, Massimo

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  • Guidolin, Massimo, 2003. "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, vol. 57(4), pages 383-437, December.
    • Handle: RePEc:eee:reecon:v:57:y:2003:i:4:p:383-437
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    Cited by:

    1. Guidolin, Massimo, 2006. "Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle," Journal of Economics and Business, Elsevier, vol. 58(2), pages 85-118.

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