Titlebook: Imperfect Information and Investor Heterogeneity in the Bond Market; Frank Riedel Book 2000 Physica-Verlag Heidelberg 2000 Bond Market.Bon

脾气好

书目名称Imperfect Information and Investor Heterogeneity in the Bond Market影响因子(影响力)




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market影响因子(影响力)学科排名




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market网络公开度




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market网络公开度学科排名




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market被引频次




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market被引频次学科排名




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market年度引用




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market年度引用学科排名




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market读者反馈




书目名称Imperfect Information and Investor Heterogeneity in the Bond Market读者反馈学科排名

粗鄙的人

Imperfect Information and Complete Asset Markets in Continuous Time,heory of interest rates in the following chapters. Furthermore, I present two extensions of the established theory. The first is of a technical nature, concerned with removing a boundedness assumption made up to now in the pertinent literature, and the second is to demonstrate how imperfect informat

PRE

Heterogeneous Time Preferences - The Preferred Habitat Theory Revisited,h [50]. Modigliani and Sutch were primarily concerned with an empirical investigation of the effects of a particular policy of the US government and Federal Reserve, “Operation Twist”, which aimed at “twisting” the yield curve by raising the yield of bonds with short term to maturity and lowering si

hermitage

Imperfect Information: The Term Structure when the Growth Rate is Unknown,homogeneous economy is studied in which all agents have the same type of preferences and beliefs. The output of the economy grows at a constant rate, which is known in the case of perfect information and unknown in the case of imperfect information. In the latter case, agents engage in Bayesian infe

Mendacious

Bulls and Bears: Heterogeneous Expectations,is chapter. Agents conform that the state of the world is described by a diffusion model as in Chapter 1. They differ, however, in their prior beliefs about some unknown parameters of the model. To give an example, the drift of the growth rate may be unknown, as in the pre­ceding chapter, and some a

神圣在玷污

Book 2000omy. Most theoretical models, however, assume to the contrary that investors are homogeneous and perfectly informed about the market. In this book, an attempt is made to overcome these shortcomings. In three different case studies, the effect of heterogeneous time preferences, heterogeneous beliefs

抱负

我还要背着他

轻触

颂扬本人

1431-1933 duction to the theory of financial markets in continuous time under imperfect information and establishes the existence of an equilibrium with complete markets.978-3-7908-1247-3978-3-642-57663-8Series ISSN 1431-1933 Series E-ISSN 2197-7178