Information and volatility

DOI10.1016/J.JET.2014.12.002zbMath1330.91124OpenAlexW3125929637MaRDI QIDQ896958

N. E. Zubov

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

zbMATH Keywords

volatilitymoment restrictionsaggregate shocksBayes correlated equilibriumconfounding informationidiosyncratic shocks

Mathematics Subject Classification ID

Economics of information (91B44)

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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