Model complexity, expectations, and asset prices

DOI10.1093/RESTUD/RDAD073MaRDI QIDQ6638784zbMATH OpenFDO

Authors Pooya Molavi, Alireza Tahbaz-Salehi, Andrea Vedolin

Publication date 14 November 2024

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/RESTUD/RDAD073

zbMATH Keywords

model complexitysubjective expectationsuncovered interest rate parity

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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