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Citations for "Stock Market Volatility and Learning"

by Albert Marcet & Klaus Adam & Juan Pablo Nicolini

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  1. Zhang, Tongbin, 2014. "Stock Price, Real Riskless Interest Rate and Learning," MPRA Paper 57090, University Library of Munich, Germany.
  2. Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," Working Papers 840, Barcelona Graduate School of Economics.
  3. Bask, Mikael, 2009. "Monetary Policy, Stock Price Misalignments and Macroeconomic Instability," Working Papers 540, Hanken School of Economics.
  4. Gelain, Paolo & Lansing, Kevin J., 2014. "House prices, expectations, and time-varying fundamentals," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 3-25.
  5. Orlando Gomes, 2008. "Stability under Learning: the Endogenous Growth Problem," Working Papers Series 1 ercwp1708, ISCTE-IUL, Business Research Unit (BRU-IUL).
  6. Evans, George & Honkapohja, Seppo, 2011. "Learning as a rational foundation for macroeconomics and finance," Research Discussion Papers 8/2011, Bank of Finland.
  7. Alexander Zimper, 2011. "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, vol. 8(4), pages 269-285, December.
  8. Daniel King and Ferdi Botha, 2014. "Modelling Stock Return Volatility Dynamics in Selected African Markets," Working Papers 410, Economic Research Southern Africa.
  9. Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2007. "Stock Market Volatility and Learning," CEPR Discussion Papers 6518, C.E.P.R. Discussion Papers.
  10. Bakshi, Gurdip & Skoulakis, Georgios, 2010. "Do subjective expectations explain asset pricing puzzles?," Journal of Financial Economics, Elsevier, vol. 98(3), pages 462-477, December.
  11. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008. "Learning, Adaptive Expectations, and Technology Shocks," Emory Economics 0803, Department of Economics, Emory University (Atlanta).
  12. Ellison, Martin & Scott, Andrew, 2009. "Learning and Price Volatility in Duopoly Models of Resource Depletion," CEPR Discussion Papers 7378, C.E.P.R. Discussion Papers.
  13. Michele Berardi, 2016. "Endogenous time-varying risk aversion and asset returns," Journal of Evolutionary Economics, Springer, vol. 26(3), pages 581-601, July.
  14. Airaudo, Marco & Cardani, Roberta & Lansing, Kevin J., 2013. "Monetary policy and asset prices with belief-driven fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1453-1478.
  15. Pei Kuang, 2013. "Imperfect Knowledge about Asset Prices and Credit Cycles," CDMA Working Paper Series 201303, Centre for Dynamic Macroeconomic Analysis.
  16. Kuang, Pei, 2014. "A model of housing and credit cycles with imperfect market knowledge," European Economic Review, Elsevier, vol. 70(C), pages 419-437.
  17. Pei Kuang & Kaushik Mitra, . "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.
  18. Michele Berardi, 2016. "Herding through learning in an asset pricing model," Centre for Growth and Business Cycle Research Discussion Paper Series 223, Economics, The Univeristy of Manchester.
  19. Jess Benhabib & Chetan Dave, 2011. "Learning, Large Deviations and Rare Events," NBER Working Papers 16816, National Bureau of Economic Research, Inc.
  20. Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Working Paper Research 168, National Bank of Belgium.
  21. Adalid, Ramón & Detken, Carsten, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 0732, European Central Bank.
  22. Sergio Santoro, 2011. "Heterogeneity and learning with complete markets," Temi di discussione (Economic working papers) 806, Bank of Italy, Economic Research and International Relations Area.
  23. Gandré, Pauline, 2015. "Asset prices and information disclosure under recency-biased learning," CEPREMAP Working Papers (Docweb) 1515, CEPREMAP.
  24. Nakov, Anton & Nuño, Galo, 2015. "Learning from experience in the stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 224-239.
  25. Orlando Gomes, 2008. "Stability under Learning: the Neo-Classical Growth Problem," Working Papers Series 1 ercwp1108, ISCTE-IUL, Business Research Unit (BRU-IUL).
  26. Asparouhova, Elena & Bossaerts, Peter & Roy, Nilanjan & Zame, William, 2015. "'Lucas' In The Laboratory (forthcoming in Journal of Finance)," Economics Series 314, Institute for Advanced Studies.
  27. Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2014. "Financial frictions, the housing market, and unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco.
  28. Caprioli, Francesco, 2015. "Optimal fiscal policy under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 101-124.
  29. George A. Waters, 2011. "Endogenous Rational Bubbles," Working Paper Series 20111003, Illinois State University, Department of Economics.
  30. Anais Maillet, 2015. "Food price volatility and farmers' production decisions under imperfect information," FOODSECURE Technical papers 8, LEI Wageningen UR.
  31. Elena Asparouhova & Peter Bossaerts & Nilanjan Roy & William Zame, 2013. "‘Lucas’ In The Laboratory," EIEF Working Papers Series 1314, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
  32. Marco Airaudo, 2012. "Complex Stock Price Dynamics and Recurrent Bubbles under the Spirit of Capitalism," DEGIT Conference Papers c017_036, DEGIT, Dynamics, Economic Growth, and International Trade.
  33. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
  34. Fabio Milani, 2008. "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers 070819, University of California-Irvine, Department of Economics.
  35. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers 13-02r, Department of Economics, University of Birmingham.
  36. Agnieszka Markiewicz, 2010. "Monetary Policy, Model Uncertainty and Exchange Rate Volatility," CESifo Working Paper Series 2949, CESifo Group Munich.
  37. Branch, William A., 2016. "Imperfect knowledge, liquidity and bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 17-42.
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