Uncertainty, expectations and asset price dynamics : essays in honor of Georges Prat / Fredj Jawadi, editor.
2019
HF5681.A8
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Details
Title
Uncertainty, expectations and asset price dynamics : essays in honor of Georges Prat / Fredj Jawadi, editor.
ISBN
9783319987149 (electronic book)
3319987143 (electronic book)
9783319987132
3319987143 (electronic book)
9783319987132
Published
Cham, Switzerland: Springer, [2019]
Language
English
Description
1 online resource.
Item Number
10.1007/978-3-319-98714-9 doi
Call Number
HF5681.A8
Dewey Decimal Classification
657.7
Summary
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Bibliography, etc. Note
Includes bibliographical references.
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Access limited to authorized users.
Digital File Characteristics
text file PDF
Source of Description
Online resource; title from PDF title page (viewed Dec. 5, 2018).
Added Author
Series
Dynamic modeling and econometrics in economics and finance ; v. 24.
Available in Other Form
Print version: 9783319987132
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Table of Contents
Uncertainty and volatility
Heterogeneity of beliefs and information
Transmission and market integration
Fundamentals and bubbles.
Heterogeneity of beliefs and information
Transmission and market integration
Fundamentals and bubbles.