Information and volatility
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Publication:896958
DOI10.1016/J.JET.2014.12.002zbMATH Open1330.91124OpenAlexW3125929637MaRDI QIDQ896958FDOQ896958
Publication date: 15 December 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2014.12.002
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volatilitymoment restrictionsaggregate shocksBayes correlated equilibriumconfounding informationidiosyncratic shocks
Cites Work
- Efficient Use of Information and Social�Value�of�Information
- Duopoly information equilibrium: Cournot and Bertrand
- Sentiments
- Robust predictions in games with incomplete information
- A general model of information sharing in oligopoly
- Optimal Monetary Policy with Uncertain Fundamentals and Dispersed Information*
Cited In (13)
- Forecast dispersion in finite-player forecasting games
- Efficiency in trading markets with multi-dimensional signals
- Aggregate fluctuations as an information transmission mechanism
- Signal-jamming in the frequency domain
- Micro Shocks and Aggregate Risk
- How traders influence their neighbours: modelling social evolutionary processes and peer effects in agricultural trade networks
- Informationally robust trade and limits to contagion
- Information acquisition and welfare in network games
- Comments on: ``Sentiments and real business cycles
- Modes of persuasion toward unanimous consent
- Robust predictions in dynamic policy games
- Information, coordination, and market frictions: an introduction
- On the relation between private information and non-fundamental volatility
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