Endogenous uncertainty and market volatility

Economic Theory

Volumn 17, Issue 3, 2001, Pages 497-544

  Kurz, Mordecai ^a   Motolese, Maurizio ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITÀ CATTOLICA DEL SACRO CUORE   (Italy)

Author keywords

Assessment regime variables; Diversity of beliefs; Empirical distribution; Equity premium puzzle; Market optimis; Market volatility; Rational Belief; Rational Belief Equilibrium; Regime variables; Stable dynamical system; State of beliefs; Stationary measure

Indexed keywords

EID: 0035531584     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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