Information and volatility
type: Item
instance of: scholarly article
title: Information and volatility
zbMATH Open document ID: 1330.91124
author: N. E. Zubov
published in: Journal of Economic Theory
publication date: 2015-12-15T00:00:00Z
Mathematics Subject Classification ID: 91B44
zbMATH DE Number: 6521300
zbMATH Keywords: idiosyncratic shocks
zbMATH Keywords: aggregate shocks
zbMATH Keywords: volatility
zbMATH Keywords: confounding information
zbMATH Keywords: moment restrictions
zbMATH Keywords: Bayes correlated equilibrium
MaRDI profile type: Publication
full work available at URL: j.jet.2014.12.002
OpenAlex ID: W3125929637
cites work: Sentiments
cites work: Efficient Use of Information and Social�Value�of�Information
cites work: Robust predictions in games with incomplete information
cites work: Optimal Monetary Policy with Uncertain Fundamentals and Dispersed Information*
cites work: A general model of information sharing in oligopoly
cites work: Duopoly information equilibrium: Cournot and Bertrand
DOI: 10.1016/J.JET.2014.12.002
description: scientific article; zbMATH DE number 6521300