A Model of Financial Markets with Endogenously Correlated Rational Beliefs
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Volume (Year): 30 (2007)
Issue (Month): 3 (March)
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- Kurz, Mordecai & Jin, Hehui & Motolese, Maurizio, 2003.
"The role of expectations in economic fluctuations and the efficacy of monetary policy,"
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- Nicholas Barberis & Andrei Shleifer & Robert W. Vishny, 1997.
"A Model of Investor Sentiment,"
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5926, National Bureau of Economic Research, Inc.
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"Coordination and Correlation in Markov Rational Belief Equilibria,"
281, Banca Italia - Servizio di Studi.
- Mordecai Kurz & Martin Schneider, 1996. "Coordination and correlation in Markov rational belief equilibria (*)," Economic Theory, Springer, vol. 8(3), pages 489-520.
- Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March.
- Carsten Krabbe Nielsen, 1995.
"Rational Belief Structures and Rational Belief Equilibrium,"
95-14, University of Copenhagen. Department of Economics.
- Carsten Krabbe Nielsen, 1996. "Rational belief structures and rational belief equilibria (*)," Economic Theory, Springer, vol. 8(3), pages 399-422.
- Hiroyuki Nakata, 2003. "Modelling exchange of probabilistic opinions," Economic Theory, Springer, vol. 21(2), pages 697-727, 03.
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