Options, sunspots, and the creation of uncertainty
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- Bowman, David & Faust, Jon, 1997. "Options, Sunspots, and the Creation of Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 957-975, October.
References listed on IDEAS
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- François Grand & Xavier Ragot, 2016.
"Incomplete markets and derivative assets,"
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- François Le Grand & Xavier Ragot, 2015. "Incomplete markets and derivative assets," Sciences Po publications info:hdl:2441/1p7ctioc2n8, Sciences Po.
- François Legrand & Xavier Ragot, 2016. "Incomplete markets and derivative assets," PSE-Ecole d'économie de Paris (Postprint) halshs-01513312, HAL.
- François Legrand & Xavier Ragot, 2016. "Incomplete markets and derivative assets," Post-Print halshs-01513312, HAL.
- François Le Grand & Xavier Ragot, 2016. "Incomplete markets and derivative assets," Post-Print hal-02313331, HAL.
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Energy Economics, Elsevier, vol. 32(2), pages 257-268, March.
- Galvani, Valentina & Plourde, Andre, 2009. "Portfolio Diversification in Energy Markets," Working Papers 2009-6, University of Alberta, Department of Economics.
- Gunther Capelle-Blancard, 2010.
"Are derivatives dangerous?,"
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halshs-00605908, HAL.
- Gunther Capelle-Blancard, 2010. "Are derivatives dangerous?," Post-Print halshs-00605908, HAL.
- J. Barkley Rosser, 2001. "Alternative Keynesian and Post Keynesian Perspective on Uncertainty and Expectations," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 23(4), pages 545-566, July.
- Oehmke, Martin & Zawadowski, Adam, 2015. "Synthetic or real? The equilibrium effects of credit default swaps on bond markets," LSE Research Online Documents on Economics 84511, London School of Economics and Political Science, LSE Library.
- Galvani, Valentina, 2007. "A note on spanning with options," Mathematical Social Sciences, Elsevier, vol. 54(1), pages 106-114, July.
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Keywords
Derivative securities; Options (Finance);Statistics
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