A model of financial markets with endogenously correlated rational beliefs
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Cites work
- "Beliefs about Beliefs" without Probabilities
- Coordination and correlation in Markov rational belief equilibria
- EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
- Hierarchies of beliefs and common knowledge
- scientific article; zbMATH DE number 1188953 (Why is no real title available?)
- scientific article; zbMATH DE number 192937 (Why is no real title available?)
- scientific article; zbMATH DE number 410130 (Why is no real title available?)
- Intertemporal Asset Pricing under Knightian Uncertainty
- Maxmin expected utility with non-unique prior
- Merging of Opinions with Increasing Information
- Modeling expert judgements for Bayesian updating
- Modelling exchange of probabilistic opinions
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- Rational belief structures and rational belief equilibria
- The role of expectations in economic fluctuations and the efficacy of monetary policy
- We can't disagree forever
- What Bayesians Expect of Each Other
Cited in
(11)- Modelling exchange of probabilistic opinions
- The effects of dependent beliefs on endogenous leverage
- Conformism and public news
- Welfare effects of short-sale constraints under heterogeneous beliefs
- Non-stationary, stable Markov processes on a continuous state space
- Communication in financial markets with several informed traders
- Rumours and markets
- Financial markets are markets in stories: some possible advantages of using interviews to supplement existing economic data sources
- scientific article; zbMATH DE number 2072572 (Why is no real title available?)
- Diverse beliefs and time variability of risk premia
- A model of financial pyramid with quasi-rational participants
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