Similar Search Results - EconBiz

Estimation risk, information, and the conditional CAPM : theory and evidence

Kumar, Praveen; Sorescu, Sorin M.; Boehme, Rodney D.; … - In: The review of financial studies 21 (2008) 3, pp. 1037-1075

Persistent link: https://www.econbiz.de/10003742220

Markov random walk vs. higher-order factorization machines: a comparison of state-of-the-art recommender algorithms

Knoll, Julian; Köckritz, David; Groß, Rainer - In: Higher-order factorization machines : implementation, …, (pp. 105-131). 2017

Persistent link: https://www.econbiz.de/10011901663

Tales of Transition Paths : Policy Uncertainty and Random Walks

Hollmayr, Josef - 2015

What happens when fiscal and/or monetary policy changes systematically? We construct a DSGE model in which agents have to estimate fiscal and monetary policy rules and assess how uncertainty surrounding the conduct of policymakers influences transition paths after policy changes. We find that...

Persistent link: https://www.econbiz.de/10013014827

Tales of Transition Paths : Policy Uncertainty and Random Walks

Hollmayr, Josef - 2016

What happens when fiscal and/or monetary policy changes systematically? We construct a DSGE model in which agents have to estimate fiscal and monetary policy rules and assess how uncertainty surrounding the conduct of policymakers influences transition paths after policy changes. We find that...

Persistent link: https://www.econbiz.de/10012988691

How learning in financial markets generates excess volatility and predictability in stock prices

Timmermann, Allan - In: The quarterly journal of economics 108 (1993) 4, pp. 1135-1145

Persistent link: https://www.econbiz.de/10001151027

Learning and excess volatility

Bullard, James B.; Duffy, John - In: Macroeconomic dynamics 5 (2001) 2, pp. 272-302

Persistent link: https://www.econbiz.de/10001584402

Learning about predictability : the effects of parameter uncertainty on dynamic asset allocation

Xia, Yihong - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 205-246

Persistent link: https://www.econbiz.de/10001575065

The Peso problem hypothesis and stock market returns

Veronesi, Pietro - In: Journal of economic dynamics & control 28 (2004) 4, pp. 707-725

Persistent link: https://www.econbiz.de/10001854463

Learning and excess volatility

Bullard, James B.; Duffy, John - 1998

Persistent link: https://www.econbiz.de/10000996988

Mutual fund performance with learning across funds

Jones, Christopher S.; Shanken, Jay - 2002

Persistent link: https://www.econbiz.de/10001720735

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