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Citations for "Stock Market Volatility and Learning"

by Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo

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  1. Daniel King and Ferdi Botha, 2014. "Modelling Stock Return Volatility Dynamics in Selected African Markets," Working Papers 410, Economic Research Southern Africa.
  2. Vivien Lewis & Agnieszka Markiewicz, 2009. "Model misspecification, learning and the exchange rate disconnect puzzle," Working Paper Research 168, National Bank of Belgium.
  3. Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper Series 2013-03, Federal Reserve Bank of San Francisco.
  4. Orlando Gomes, 2008. "Stability under Learning: the Endogenous Growth Problem," Working Papers Series 1 ercwp1708, ISCTE-IUL, Business Research Unit (BRU-IUL).
  5. Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2008. "Stock market volatility and learning," Working Paper Series 0862, European Central Bank.
  6. 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.
  7. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
  8. 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.
  9. Pei Kuang, 2013. "Imperfect Knowledge about Asset Prices and Credit Cycles," CDMA Working Paper Series 201303, Centre for Dynamic Macroeconomic Analysis.
  10. Caprioli, Francesco, 2015. "Optimal fiscal policy under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 101-124.
  11. Fabio Milani, 2008. "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers 070819, University of California-Irvine, Department of Economics.
  12. Kevin X.D. Huang & Zheng Liu & Tao Zha, 2008. "Learning, Adaptive Expectations, and Technology Shocks," Vanderbilt University Department of Economics Working Papers 0807, Vanderbilt University Department of Economics.
  13. Pei Kuang, 2013. "Imperfect Knowledge About Asset Prices and Credit Cycles," Discussion Papers 13-02r, Department of Economics, University of Birmingham.
  14. Pei Kuang & Kaushik Mitra, . "Long-Run Growth Uncertainty," Discussion Papers 15-07, Department of Economics, University of Birmingham.
  15. Martin Ellison & Andrew Scott, 2009. "Learning and Price Volatility in Duopoly Models of Resource Depletion," OxCarre Working Papers 025, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  16. 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.
  17. 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.
  18. Zhang, Tongbin, 2014. "Stock Price, Real Riskless Interest Rate and Learning," MPRA Paper 57090, University Library of Munich, Germany.
  19. 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.
  20. Bask, Mikael, 2009. "Monetary Policy, Stock Price Misalignments and Macroeconomic Instability," Working Papers 540, Hanken School of Economics.
  21. Orlando Gomes, 2009. "Stability under learning: the neo-classical growth problem," Economics Bulletin, AccessEcon, vol. 29(4), pages 3186-3193.
  22. 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.
  23. 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.
  24. Branch, William A., 2016. "Imperfect knowledge, liquidity and bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 17-42.
  25. Gandré, Pauline, 2015. "Asset prices and information disclosure under recency-biased learning," CEPREMAP Working Papers (Docweb) 1515, CEPREMAP.
  26. Jess Benhabib & Chetan Dave, 2014. "Learning, Large Deviations and Rare Events," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 367-382, July.
  27. Evans, George & Honkapohja, Seppo, 2011. "Learning as a rational foundation for macroeconomics and finance," Research Discussion Papers 8/2011, Bank of Finland.
  28. George A. Waters, 2011. "Endogenous Rational Bubbles," Working Paper Series 20111003, Illinois State University, Department of Economics.
  29. Alexander Zimper, 2011. "Do Bayesians learn their way out of ambiguity?," Working Papers 240, Economic Research Southern Africa.
  30. Agnieszka Markiewicz, 2010. "Monetary Policy, Model Uncertainty and Exchange Rate Volatility," CESifo Working Paper Series 2949, CESifo Group Munich.
  31. Kuang, Pei, 2014. "A model of housing and credit cycles with imperfect market knowledge," European Economic Review, Elsevier, vol. 70(C), pages 419-437.
  32. 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.
  33. Bakshi, Gurdip & Skoulakis, Georgios, 2010. "Do subjective expectations explain asset pricing puzzles?," Journal of Financial Economics, Elsevier, vol. 98(3), pages 462-477, December.
  34. Anais Maillet, 2015. "Food price volatility and farmers' production decisions under imperfect information," FOODSECURE Technical papers 8, LEI Wageningen UR.
  35. Michele Berardi, 2016. "Endogenous time-varying risk aversion and asset returns," Journal of Evolutionary Economics, Springer, vol. 26(3), pages 581-601, July.
  36. Adalid, Ramón & Detken, Carsten, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 0732, European Central Bank.
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