Extrinsic uncertainty and the informational role of prices
From MaRDI portal
Publication:1381982
DOI10.1006/JETH.1997.2326zbMath0892.90026OpenAlexW2027750062MaRDI QIDQ1381982
Publication date: 1 April 1998
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1997.2326
Related Items (5)
Partially revealing rational expectations equilibrium with real assets and binding constraints ⋮ Rational expectations equilibrium and the strategic choice of costly information ⋮ Trade and revelation of information ⋮ Endogenous probabilities and the information revealed by prices ⋮ Partial revelation within rational expectations
Cites Work
- Partially-revealing rational expectations equilibrium in a competitive economy
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Rational expectations in microeconomic models: An overview
- The generic existence of rational expectations equilibrium in the higher dimensional case
- Fully revealing equilibria in sequential economies with asset markets
- The structure of the set of sunspot equilibria in economies with incomplete financial markets
- Asset markets and the information revealed by prices
- The revelation of information and self-fulfilling beliefs
- Partially revealing rational expectations equilibria with nominal assets
- Equilibrium in economies with financial markets: Uniqueness of expectations and indeterminacy
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
- Differential Topology
- The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
- The set of sunspot equilibria in economies with incomplete financial markets: Variable asset prices
This page was built for publication: Extrinsic uncertainty and the informational role of prices
