Heterogeneous beliefs, monetary policy, and stock price volatility

DOI10.1007/S10436-020-00379-9zbMath1467.91092OpenAlexW2991156822MaRDI QIDQ2036005

Katsuhiro Oshima

Publication date: 28 June 2021

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2433/245015

zbMATH Keywords

asset pricingstock priceheterogeneitymonetary policyNew Keynesiansubjective belief

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Consumer behavior, demand theory (91B42) Heterogeneous agent models (91B69)

Cites Work

• Internal rationality, imperfect market knowledge and asset prices
• Stock market conditions and monetary policy in a DSGE model for the U.S.
• Asset pricing implications of a New Keynesian model
• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Stock prices and monetary policy shocks: a general equilibrium approach
• A quartet of asset pricing models in nominal and real economies
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

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