Diverse beliefs and time variability of risk premia
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Cites work
- scientific article; zbMATH DE number 1188953 (Why is no real title available?)
- scientific article; zbMATH DE number 3561058 (Why is no real title available?)
- A model of financial markets with endogenously correlated rational beliefs
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- Intrinsic heterogeneity in expectation formation
- Monetary policy and heterogeneous expectations
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- Price stabilizing, Pareto improving policies
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- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Speculative trading with rational beliefs and endogenous uncertainty
- The Solution of Linear Difference Models under Rational Expectations
- The diversity of forecasts from macroeconomic models of the US economy
- The role of expectations in economic fluctuations and the efficacy of monetary policy
Cited in
(24)- The perception of time, risk and return during periods of speculation
- Time-varying risk premia
- Risk preferences and the macroeconomic announcement premium
- Underestimation of probabilities modifications: characterization and economic implications
- Financial leverage and market volatility with diverse beliefs
- Earnings Belief Risk and the Cross-Section of Stock Returns*
- Animal spirits and monetary policy
- Business cycle amplification with heterogeneous expectations
- Monetary policy and heterogeneous expectations
- The diversity of forecasts from macroeconomic models of the US economy
- Expectational coordination in simple economic contexts. Concepts and analysis with emphasis on strategic substituabilities
- Beauty contests under private information and diverse beliefs: How different?
- On rationally confident beliefs and rational overconfidence
- Is idiosyncratic risk conditionally priced?
- Heterogeneous beliefs, the term structure and time-varying risk premia
- Determinants of stock market volatility and risk premia
- Heterogeneity and learning with complete markets
- Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs
- Welfare effects of short-sale constraints under heterogeneous beliefs
- Why do risk premia vary over time? a theoretical investigation under habit formation
- Rational overconfidence and social security: subjective beliefs, objective welfare
- Modeling diverse expectations in an aggregated New Keynesian model
- Market efficiency, asset returns, and the size of the risk premium in global equity markets.
- Price stabilizing, Pareto improving policies
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