Equilibria in financial markets with heterogeneous agents: a probabilistic perspective

Author:

Föllmer Hans,Horst Ulrich,Kirman Alan

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference54 articles.

1. Allen, F., Morris, S., Shin, H.-S., 2003. Beauty contests, bubbles and iterated expectations in asset markets. Cowles Foundation Discussion Paper No. 1406. Yale University.

2. Alós-Ferrer, C., Ania, A.B., 2004. The stock market game. Preprint.

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5. Bacchetta, P., van Wincoop, E., 2003. Can information heterogeneity explain the exchange rate determination puzzle? Preprint.

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