A model of financial markets with endogenously correlated rational beliefs
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Publication:868620
DOI10.1007/S00199-005-0068-0zbMATH Open1109.91353OpenAlexW1995929388MaRDI QIDQ868620FDOQ868620
Authors: Hiroyuki Nakata 
Publication date: 6 March 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-005-0068-0
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Cites Work
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- Modeling expert judgements for Bayesian updating
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- Coordination and correlation in Markov rational belief equilibria
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- The role of expectations in economic fluctuations and the efficacy of monetary policy
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Cited In (9)
- A model of financial pyramid with quasi-rational participants
- Non-stationary, stable Markov processes on a continuous state space
- Title not available (Why is that?)
- Modelling exchange of probabilistic opinions
- Conformism and public news
- Rumours and markets
- Diverse beliefs and time variability of risk premia
- Communication in financial markets with several informed traders
- Welfare effects of short-sale constraints under heterogeneous beliefs
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