Learning, regime switches, and equilibrium asset pricing dynamics

Journal of Economic Dynamics and Control

Volumn 20, Issue 6-7, 1996, Pages 979-1006

  Moore, Bartholomew ^a   Schaller, Huntley ^b  

^a RUTGERS UNIVERSITY   (United States)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Asset prices; Learning; Markov switching

Indexed keywords

EID: 0030162539     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1889(95)00886-1     Document Type: Article

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