A model of financial markets with endogenously correlated rational beliefs
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Publication:868620
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Cited in
(11)- Modelling exchange of probabilistic opinions
- Diverse beliefs and time variability of risk premia
- scientific article; zbMATH DE number 2072572 (Why is no real title available?)
- A model of financial pyramid with quasi-rational participants
- Communication in financial markets with several informed traders
- The effects of dependent beliefs on endogenous leverage
- Rumours and markets
- Financial markets are markets in stories: some possible advantages of using interviews to supplement existing economic data sources
- Conformism and public news
- Welfare effects of short-sale constraints under heterogeneous beliefs
- Non-stationary, stable Markov processes on a continuous state space
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