The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations Of Market Forecasts, And Sentiment
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- Roman Frydman & Søren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2606. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," CREATES Research Papers 2017-23, Department of Economics and Business Economics, Aarhus University.
References listed on IDEAS
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More about this item
KeywordsAsset-Price Movements; Model Ambiguity; Models with Time-Varying Parameters; REH; Behavioral Finance; GAS Models;
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-07-16 (All new papers)
- NEP-ORE-2017-07-16 (Operations Research)
- NEP-UPT-2017-07-16 (Utility Models & Prospect Theory)
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