Nonlinearities in Asset Prices and Infrequent Noise Trading.
Year of publication: |
1992
|
---|---|
Authors: | Balduzzi, P. ; Bertola, G. ; Foresi, S. |
Institutions: | Bendheim Center for Finance, Department of Economics |
Subject: | economic models | econometrics | economic equilibrium |
-
Computation of Multipliers in Multivariate Rational Expectations Models.
Broze, L., (1990)
-
The Exponantial Convergence of Bayesian Learning in Normal Form Games.
Jordan, J.S., (1990)
-
Individual and Collective Time Consistency.
Asheim, G.B., (1991)
- More ...
-
Nonlinearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi, (1992)
-
A model of target changes and the term structure of interest rates
Balduzzi, Pierluigi, (1993)
-
Interest rate targeting and the dynamics of short-term rates
Balduzzi, Pierluigi, (1998)
- More ...