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Volumn 97, Issue 3, 2007, Pages 191-196

Multiple equilibria in a simple asset pricing model

Author keywords

Exponential utility; Multiple equilibria

Indexed keywords


EID: 34548698682     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.03.007     Document Type: Article
Times cited : (6)

References (11)
  • 1
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    • Can information heterogeneity explain the exchange rate puzzle?
    • Bacchetta P., and van Wincoop E. Can information heterogeneity explain the exchange rate puzzle?. American Economic Review 96 (2006) 552-576
    • (2006) American Economic Review , vol.96 , pp. 552-576
    • Bacchetta, P.1    van Wincoop, E.2
  • 3
    • 0000086971 scopus 로고
    • Trade and the revelation of information through prices and direct disclosure
    • Grundy B.D., and McNichols M. Trade and the revelation of information through prices and direct disclosure. Review of Financial Studies 2 (1989) 495-526
    • (1989) Review of Financial Studies , vol.2 , pp. 495-526
    • Grundy, B.D.1    McNichols, M.2
  • 4
    • 0010942106 scopus 로고
    • Formulating and estimating dynamic linear rational expectations models
    • Hansen L.P., and Sargent T.J. Formulating and estimating dynamic linear rational expectations models. Journal of Economic Dynamics and Control 2 (1980) 7-46
    • (1980) Journal of Economic Dynamics and Control , vol.2 , pp. 7-46
    • Hansen, L.P.1    Sargent, T.J.2
  • 5
    • 21844507502 scopus 로고
    • Differential information and dynamic behavior of stock trading volume
    • He H., and Wang J. Differential information and dynamic behavior of stock trading volume. Review of Financial Studies 8 (1995) 919-972
    • (1995) Review of Financial Studies , vol.8 , pp. 919-972
    • He, H.1    Wang, J.2
  • 6
    • 0040124426 scopus 로고
    • Problems of existence and uniqueness in nonlinear rational expectations models
    • McCafferty S., and Driskill R. Problems of existence and uniqueness in nonlinear rational expectations models. Econometrica 48 (1980) 1313-1317
    • (1980) Econometrica , vol.48 , pp. 1313-1317
    • McCafferty, S.1    Driskill, R.2
  • 7
    • 84947407492 scopus 로고
    • Optimal properties of exponentially weighted forecasts
    • Muth J.F. Optimal properties of exponentially weighted forecasts. Journal of American Statistical Association 55 (1960) 299-306
    • (1960) Journal of American Statistical Association , vol.55 , pp. 299-306
    • Muth, J.F.1
  • 9
    • 0000215065 scopus 로고
    • Asset prices in a time series model with disparately informed, competitive traders
    • Barnett W., and Singleton K.J. (Eds), Cambridge University Press, Cambridge, UK
    • Singleton K.J. Asset prices in a time series model with disparately informed, competitive traders. In: Barnett W., and Singleton K.J. (Eds). New Approaches to Monetary Economics (1987), Cambridge University Press, Cambridge, UK 249-272
    • (1987) New Approaches to Monetary Economics , pp. 249-272
    • Singleton, K.J.1
  • 10
    • 34548669464 scopus 로고    scopus 로고
    • Walker, T.B., in press. How equilibrium prices reveal information in a time series model with disparately informed, competitive traders. Journal of Economic Theory.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.