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~subject:"Volatility"
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Volatility
Theorie
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Rationale Erwartung
46
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42
Risk premium
19
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18
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18
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market state of belief
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heterogenous beliefs
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Regelbindung versus Diskretion
6
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6
Vereinigte Staaten
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English
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Kurz, Mordecai
13
Motolese, Maurizio
5
Jin, Hehui
2
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Stanford Institute for Economic Policy Research
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Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Endogenous economic fluctuations : studies in the theory of rational beliefs
1
Functional analysis and economic theory : with 6 tables
1
General equilibrium : problem and prospects
1
Handbook of financial markets : dynamics and evolution
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ECONIS (ZBW)
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1
Endogenous uncertainty : a unified view of market volatility
Kurz, Mordecai
-
1997
Persistent link: https://www.econbiz.de/10000974094
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2
On the volatility of foreign exchange rates
Kurz, Mordecai
- In:
Endogenous economic fluctuations : studies in the …
,
(pp. 317-352)
.
1997
Persistent link: https://www.econbiz.de/10001321777
Saved in:
3
Social states of belief and the determinant of the equity risk premium in a rational belief equilibrium
Kurz, Mordecai
- In:
Functional analysis and economic theory : with 6 tables
,
(pp. 171-220)
.
1998
Persistent link: https://www.econbiz.de/10001302079
Saved in:
4
Rational diverse beliefs and market volatility
Kurz, Mordecai
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 439-506)
.
2009
Persistent link: https://www.econbiz.de/10003820645
Saved in:
5
Endogenous uncertainty and rational belief equilibrium : a unified theory of market volatility
Kurz, Mordecai
- In:
General equilibrium : problem and prospects
,
(pp. 246-282)
.
2003
Persistent link: https://www.econbiz.de/10001986747
Saved in:
6
Endogenous uncertainty and market volatility
Kurz, Mordecai
;
Motolese, Maurizio
- In:
Economic theory : official journal of the Society for …
17
(
2001
)
3
,
pp. 497-544
Persistent link: https://www.econbiz.de/10001574742
Saved in:
7
Determinants of stock market volatility and risk premia
Kurz, Mordecai
(
contributor
);
Jin, Hehui
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001935777
Saved in:
8
Determinants of stock market volatility and risk premia
Kurz, Mordecai
;
Jin, Hehui
;
Motolese, Maurizio
- In:
Annals of finance
1
(
2005
)
2
,
pp. 109-147
Persistent link: https://www.econbiz.de/10002713109
Saved in:
9
Measuring the ex-ante social cost of aggregate volatility
Kurz, Mordecai
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003755472
Saved in:
10
Rational diverse beliefs and economic volatility
Kurz, Mordecai
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003756855
Saved in:
1
2
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