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The inefficient markets hypothesis : why financial markets do not work well in the real world
Farmer, Roger E. A.; Nourry, Carine; Venditti, Alain - 2012
Persistent link: https://www.econbiz.de/10009697906
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The inefficient markets hypothesis : why financial markets do not work well in the real world
Farmer, Roger E. A.; Nourry, Carine; Venditti, Alain - 2013
Persistent link: https://www.econbiz.de/10009713937
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The Inefficient Markets Hypothesis : Why Financial Markets Do Not Work Well in the Real World
Farmer, Roger E. A. - 2012
Existing literature continues to be unable to offer a convincing explanation for the volatility of the stochastic discount factor in real world data. Our work provides such an explanation. We do not rely on frictions, market in completeness or transactions costs of any kind. Instead, we modify a...
Persistent link: https://www.econbiz.de/10013096129
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Sunspot fluctuations in two-sector models with variable income effects
Dufourt, Frédéric; Nishimura, Kazuo; Nourry, Carine; … - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 71-96). 2017
Persistent link: https://www.econbiz.de/10011850351
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The Inefficient Markets Hypothesis : Why Financial Markets Do Not Work Well in the Real World
Farmer, Roger E.A. - 2012
Existing literature continues to be unable to offer a convincing explanation for the volatility of the stochastic discount factor in real world data. Our work provides such an explanation. We do not rely on frictions, market in completeness or transactions costs of any kind. Instead, we modify a...
Persistent link: https://www.econbiz.de/10012460013
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Money in a real business cycle model
Farmer, Roger E. A. - In: Journal of money, credit and banking : JMCB 29 (1997) 4, pp. 568-611
Persistent link: https://www.econbiz.de/10001336988
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The Lucas critique, policy invariance and multiple equilibria
Farmer, Roger E. A. - In: The review of economic studies 58 (1991) 2, pp. 321-332
Persistent link: https://www.econbiz.de/10001112714
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The natural rate hypothesis : an idea past its sell-by date
Farmer, Roger E. A. - 2013
Persistent link: https://www.econbiz.de/10009786252
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The natural rate hypothesis : an idea past its sell-by-date
Farmer, Roger E. A. - 2013
Persistent link: https://www.econbiz.de/10010188695
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Global sunspots and asset prices in a monetary economy
Farmer, Roger E. A. - 2015
Persistent link: https://www.econbiz.de/10010482878