AN INTRODUCTION TO THE THEORY OF RATIONAL-EXPECTATIONS UNDER ASYMMETRIC INFORMATION

被引：154

作者：

GROSSMAN, SJ

机构：

来源：

REVIEW OF ECONOMIC STUDIES | 1981年 / 48卷 / 04期

关键词：

D O I：

10.2307/2297195

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：541 / 559

页数：19

相关论文

共 36 条

[1] ALLEN B, 1979, 7907 U PENNS CTR AN
[2] Arrow Kenneth., 1959, ALLOCATION EC RESOUR, P41
[3] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING
ARROW, KJ
[J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96
[4] BARRo R J., 1981, MONEY EXPECTATIONS B
[5] FUTURES TRADING, RATIONAL-EXPECTATIONS, AND THE EFFICIENT MARKETS HYPOTHESIS
BRAY, M
[J]. ECONOMETRICA, 1981, 49 (03) : 575 - 596
[6] RATIONAL EXPECTATIONS AND BAYESIAN ANALYSIS
CYERT, RM
DEGROOT, MH
[J]. JOURNAL OF POLITICAL ECONOMY, 1974, 82 (03) : 521 - 536
[7] INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION
DANTHINE, JP
[J]. JOURNAL OF ECONOMIC THEORY, 1978, 17 (01) : 79 - 98
[8] Debreu G., 1959, THEORY VALUE AXIOMAT
[9] Fisher I., 1930, THEORY INTEREST DETE
[10] RATIONAL-EXPECTATIONS IN STATIONARY LINEAR-MODELS
FUTIA, CA
[J]. ECONOMETRICA, 1981, 49 (01) : 171 - 192

← 1 2 3 4 →