Uncertainty, Expectations and Asset Price Dynamics

Edited by Fredj Jawadi

in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler

Date: 2018
ISBN: 978-3-319-98714-9
References: Add references at CitEc
Citations: View citations in EconPapers (9)

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Chapters in this book:

Uncertainty and Stationarity in Financial and Macroeconomic Time Series—Evidence from Fourier Approximated Structural Changes

William Barnett and Qing Han

Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?

Marc Joëts, Valérie Mignon and Tovonony Razafindrabe

Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence

Saskia ter Ellen and Willem Verschoor

High Frequency Trading in the Equity Markets During US Treasury POMO

Cheng Gao and Bruce Mizrach

Crude Oil and Biofuel Agricultural Commodity Prices

Semei Coronado, Omar Rojas, Rafael Romero-Meza, Apostolos Serletis and Leslie Verteramo Chiu

Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa

Julien Acalin, Bruno Cabrillac, Gilles Dufrénot, Luc Jacolin and Samuel Diop

Informational Efficiency and Endogenous Rational Bubbles

George Waters

Stock Market Bubble Migration: From Shanghai to Hong Kong

Eric Girardin, Roselyne Joyeux and Shuping Shi

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DOI: 10.1007/978-3-319-98714-9

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