Information and volatility
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Publication:896958
DOI10.1016/J.JET.2014.12.002zbMath1330.91124OpenAlexW3125929637MaRDI QIDQ896958
Publication date: 15 December 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2014.12.002
volatilitymoment restrictionsaggregate shocksBayes correlated equilibriumconfounding informationidiosyncratic shocks
Related Items (9)
Informationally robust trade and limits to contagion ⋮ Comments on: ``Sentiments and real business cycles ⋮ How traders influence their neighbours: modelling social evolutionary processes and peer effects in agricultural trade networks ⋮ Information, coordination, and market frictions: an introduction ⋮ Information acquisition and welfare in network games ⋮ Signal-jamming in the frequency domain ⋮ Modes of persuasion toward unanimous consent ⋮ Efficiency in trading markets with multi-dimensional signals ⋮ Forecast dispersion in finite-player forecasting games
Cites Work
- Duopoly information equilibrium: Cournot and Bertrand
- A general model of information sharing in oligopoly
- Sentiments
- Robust Predictions in Games With Incomplete Information
- Optimal Monetary Policy with Uncertain Fundamentals and Dispersed Information*
- [https://portal.mardi4nfdi.de/wiki/Publication:5441272 Efficient Use of Information and Social�Value�of�Information]
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