Pages that link to "Item:Q3923488"
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The following pages link to The Present-Value Relation: Tests Based on Implied Variance Bounds (Q3923488):
Displayed 29 items.
- Liquidity and interest rates (Q584048) (← links)
- Present value models with feedback (Q671895) (← links)
- Rational bubbles. A test (Q690172) (← links)
- A martingale theory of asset pricing in a production economy (Q751966) (← links)
- Informational differences and learning in an asset market with boundedly rational agents (Q844656) (← links)
- Asymmetric information in fads models (Q854270) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- On rational exuberance (Q964309) (← links)
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
- Behavioral heterogeneity in stock prices (Q1017073) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- Convergence of least squares learning mechanisms in self-referential linear stochastic models (Q1120451) (← links)
- A cross-sectional variance bounds test (Q1318535) (← links)
- Present value models with feedback. Solutions, stability, bubbles, and some empirical evidence (Q1342432) (← links)
- Intrinsic bubbles and asset price volatility (Q1367710) (← links)
- Rational expectations, inflation and the nominal interest rate (Q1377321) (← links)
- Dynamic equilibrium and volatility in financial asset markets (Q1379917) (← links)
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices (Q1583447) (← links)
- A state space model of the economic fundamentals (Q1825113) (← links)
- Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents (Q1847462) (← links)
- Market efficiency, asset returns, and the size of the risk premium in global equity markets. (Q1858952) (← links)
- Information and asset prices in complete markets exchange economies (Q1960683) (← links)
- The volatility of asset prices in a stochastic production economy (Q2366936) (← links)
- Asset prices and the fundamentals: a Q test (Q4304472) (← links)
- On the volatility of stock prices: an exercise in quantitative theory (Q4546804) (← links)
- Strong resonances and chaos in a stock market model (Q4697858) (← links)
- BUBBLES IN FOREIGN EXCHANGE MARKETS (Q5439975) (← links)
- LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL (Q5483960) (← links)