Endogenous probabilities and the information revealed by prices

DOI10.1016/S0304-4068(01)00058-1zbMath0990.91034OpenAlexW2044458508MaRDI QIDQ5953012

Tom Krebs

Publication date: 2001

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4068(01)00058-1

zbMATH Keywords

general equilibriumincomplete marketsendogeneous probabilitiesinformation revelation

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Cites Work

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• On the existence of rational expectations equilibrium
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• The revelation of information and self-fulfilling beliefs
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• A role for monetary policy when prices reveal information: An example
• Partially revealing rational expectations equilibria with nominal assets
• On the Welfare Analysis of Rational Expectations Equilibria with Asymmetric Information
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• An Introduction to the Theory of Rational Expectations Under Asymmetric Information
• Money and Interest in a Cash-in-Advance Economy
• Smooth Preferences

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