Asset pricing in an intertemporal partially-revealing rational expectations equilibrium-Reference-Cited by-同舟云学术

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Asset pricing in an intertemporal partially-revealing rational expectations equilibrium

Published:2002-09 Issue:1-2 Volume:38 Page:219-248
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Detemple Jérôme B.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference26 articles.

1. Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information;Allen;Econometrica,1981

2. Approximate Equilibria in Microeconomic Rational Expectations Models;Allen;Journal of Economic Theory,1982

3. Partially-Revealing Rational Expectations Equilibrium in a Competitive Economy;Ausubel;Journal of Economic Theory,1990

4. Further Results on Asset Pricing with Incomplete Information;Detemple;Journal of Economic Dynamics and Control,1991

5. Intertemporal Asset Pricing with Heterogeneous Beliefs;Detemple;Journal of Economic Theory,1994

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