Endogenous indeterminacy and volatility of asset prices under ambiguity

DOI10.3982/TE1068zbMath1395.91207OpenAlexW2143369595MaRDI QIDQ4586090

Michael Mandler

Publication date: 11 September 2018

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te1068

zbMATH Keywords

asset pricinggeneral equilibriumindeterminacyambiguity aversionexcess volatility

Mathematics Subject Classification ID

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