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  • Search: subject:"Rational expectation"
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Year of publication
Subject
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rational expectation 24 Rationale Erwartung 19 Rational expectations 16 Rational expectation 12 Theorie 11 Theory 10 Börsenkurs 8 Share price 7 Financial market 6 Finanzmarkt 6 GARCH 6 Bubbles 5 Financial crisis 5 Finanzkrise 5 Spekulationsblase 5 Anlageverhalten 4 Behavioural finance 4 Portfolio selection 4 Portfolio-Management 4 Rational Expectation 4 CAPM 3 EGARCH 3 Equilibrium 3 Monetary Policy 3 Rational Expectation Hypothesis 3 Volatilität 3 bank crisis 3 behavioural expectation 3 efficient crashes 3 financial bubbles 3 indirect inference 3 positive feedback 3 ARCH model 2 ARCH-Modell 2 Agricultural and Food Policy 2 Aktienmarkt 2 Behavioral economics 2 Business Cycle 2 Calvo contracts 2 Chinese markets 2
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Online availability
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Free 60 CC license 1
Type of publication
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Book / Working Paper 39 Article 21
Type of publication (narrower categories)
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Working Paper 13 Article in journal 8 Aufsatz in Zeitschrift 8 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 7 Article 2
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Language
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English 40 Undetermined 18 Hungarian 1 Romanian 1
Author
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Liu, Chunping 3 Lombardo, Giovanni 3 Minford, Patrick 3 Sornette, Didier 3 Sutherland, Alan 3 Aliyu, Shehu U. R. 2 Belzil, Christian 2 Fatehi, Ali-Reza 2 Fendel, Ralf 2 Kortelainen, Mika 2 Kreuser, Jerome 2 Kumar, Sant 2 Kurz, Mordecai 2 Minford, A. Patrick L. 2 Mostafavi, Moeen 2 Mruthyunjaya 2 Pandey, L.M. 2 Shakouri G., Hamed 2 Svendsen, Ingvild 2 Aliyu, Shehu Usman Rano 1 Andreev, M. 1 Armantier, Olivier 1 BASTIAENSEN, Ken 1 Barros, Geraldo Sant´Ana de Camargo 1 Baruch, Shmuel 1 Bastiaensen, Ken 1 Boisdeffre, Lionel De 1 CAUWELS, Peter 1 COHUT, Ioana POP 1 Cauwels, Peter 1 Chang, Tzu-Pu 1 Chou, Ray Yeutien 1 Dang, Chuangyin 1 Fries, Sébastien 1 Fukushige, Mototsugu 1 Gaballo, G. 1 Gaballo, Gaetano 1 Gerlach, Jan-Christian 1 Gouriéroux, Christian 1 Guimarães, Vania Di Addario 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Banque de France 2 Economics Section, Cardiff Business School 2 HAL 2 Bank of Greece 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 1 Department of Economics, National University of Singapore 1 Department of Economics, Stanford University 1 Department of Economics, Trinity College Dublin 1 Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1 European Association of Agricultural Economists - EAAE 1 European Central Bank 1 Graduate School of Economics, Osaka University 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 Statistisk Sentralbyrå, Government of Norway 1 Suomen Pankki 1 Trinity College Dublin / Department of Economics 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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Cardiff Economics Working Papers 4 MPRA Paper 4 Research paper series / Swiss Finance Institute 3 Post-Print / HAL 2 Working papers / Banque de France 2 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 1 Agricultural Economics Research Review 1 Annals of Economics and Finance 1 Annals of University of Craiova - Economic Sciences Series 1 Asian journal of accounting research 1 BNL Quarterly Review 1 Banca Nazionale del Lavoro Quarterly Review 1 Bank of Finland Discussion Papers 1 Brazilian Journal of Rural Economy and Sociology (RESR) 1 CAMA working paper series 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 CDMA Conference Paper Series 1 CIRANO Working Papers 1 Cardiff economics working papers 1 Credit and Capital Markets – Kredit und Kapital 1 Departmental Working Papers / Department of Economics, National University of Singapore 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Discussion Papers in Economics and Business 1 Documents de travail / Banque de France 1 ECB Working Paper 1 Economics and Business Letters : EBL 1 Economics letters 1 EuroEconomica 1 Informatica Economica 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of the New Economic Association 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Nota di Lavoro 1 Research Discussion Papers / Suomen Pankki 1 Revue d'économie politique 1 Romanian journal of economic forecasting 1 Swiss Finance Institute Research Paper 1
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Source
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RePEc 35 ECONIS (ZBW) 16 EconStor 8 BASE 1
Showing 1 - 10 of 60
Did you mean: subject:"rational expectations" (3,127 results)
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Myopic behaviour in macroeconomic models : empirical evidence from the US
Hohberger, Stefan; Ifrim, Adrian; Pataracchia, Beatrice - 2024
Persistent link: https://www.econbiz.de/10014519126
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Risk sensitive linear approximations
Solórzano Andrade, Gustavo; Parra-Alvarez, Juan Carlos - In: Economics letters 238 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015075489
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The distortion in prices due to passive investing
Baruch, Shmuel; Zhang, Xiaodi - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 6219-6234
Persistent link: https://www.econbiz.de/10013372951
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Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
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Modern Financial Market Theory – A Critique Based on the Logic of Human Action
Polleit, Thorsten - In: Credit and Capital Markets – Kredit und Kapital 54 (2021) 3, pp. 447-467
The modern financial market theory (MFMT) – based on the efficient market hypothesis, rational expectation theory, and …
Persistent link: https://www.econbiz.de/10014524457
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Behavioural errors and stock market investment decisions : recent evidence from Pakistan
Rashid, Kashif; Tariq, Yasir Bin; Rehman, Mamoon Ur - In: Asian journal of accounting research 7 (2022) 2, pp. 129-145
Persistent link: https://www.econbiz.de/10013329579
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Crash-sensitive Kelly strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices
Gerlach, Jan-Christian; Kreuser, Jerome; Sornette, Didier - 2020
Persistent link: https://www.econbiz.de/10012419429
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On the non-homogeneous effect of financial transaction taxes
Thöni, Patrick - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 230-239
Persistent link: https://www.econbiz.de/10012420774
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Bitcoin bubble trouble
Kreuser, Jérôme; Sornette, Didier - 2018 - Revised 18-Jun-18
We present a dynamic Rational Expectations (RE) bubble model of prices with the intention to evaluate it on optimal investment strategies applied to Bitcoin. Our bubble model is defined as a geometric Brownian motion combined with separate crash (and rally) discrete jump distributions associated...
Persistent link: https://www.econbiz.de/10011899594
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Anchoring effect on macroeconomic forecasts : a heterogeneity approach
Chang, Tzu-Pu; Chou, Ray Yeutien - In: Romanian journal of economic forecasting 21 (2018) 4, pp. 134-147
Persistent link: https://www.econbiz.de/10012021928
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