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Asset pricing with adaptive learning. (2006). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:25.

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  1. Stock Market Volatility and Learning. (2014). Nicolini, Juan Pablo ; Marcet, Albert ; Adam, Klaus.
    In: Working Papers.
    RePEc:bge:wpaper:336.

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  2. Fiscal Policy and Learning. (2013). Honkapohja, Seppo ; Evans, George ; GeorgeW. Evans, ; Mitra, Kaushik.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1202.

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  3. Imperfect Knowledge about Asset Prices and Credit Cycles. (2013). Kuang, Pei .
    In: Discussion Papers.
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  4. Stock Market Volatility and Learning. (2012). Nicolini, Juan Pablo ; Marcet, Albert ; Adam, Klaus.
    In: Working Papers.
    RePEc:mnh:wpaper:31217.

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  5. On the initialization of adaptive learning algorithms: A review of methods and a new smoothing-based routine. (2012). Galimberti, Jaqueson ; Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:175.

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  6. STOCK PRICES AND MONETARY POLICY SHOCKS: A GENERAL EQUILIBRIUM APPROACH. (2012). Giannitsarou, Chryssi ; Challe, Edouard.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00719956.

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  7. The distributional consequences of supply-side reforms in general equilibrium. (2012). Malley, Jim ; Fernandez, Bernardo ; Angelopoulos, Konstantinos.
    In: Working Papers.
    RePEc:gla:glaewp:2010_26.

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  8. Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach. (2011). Giannitsarou, Chryssi ; Challe, Edouard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8387.

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  9. The Distributional Consequences of Supply-Side Reforms in General Equilibrium. (2011). Malley, Jim ; Fernandez, Bernardo ; Angelopoulos, Konstantinos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3504.

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  10. Stock Market Volatility and Learning. (2011). Nicolini, Juan Pablo ; Marcet, Albert ; Adam, Klaus.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp1077.

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  11. Booms and Busts in Asset Prices. (2011). Marcet, Albert ; Adam, Klaus.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp1059.

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  12. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments. (2011). Hommes, Cars ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:11-06.

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  13. Learning about Risk and Return: A Simple Model of Bubbles and Crashes. (2010). Evans, George ; Branch, William ; GeorgeW. Evans, ; WilliamA. Branch, .
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1010.

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  14. Booms and Busts in Asset Prices. (2010). Marcet, Albert ; Adam, Klaus.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:10-e-02.

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  15. Learning about Risk and Return: A Simple Model of Bubbles and Crashes. (2010). Evans, George ; Branch, William ; GeorgeW. Evans, .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:165.

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  16. Expectations, Learning and Business Cycle Fluctuations. (2008). Preston, Bruce ; Eusepi, Stefano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14181.

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  17. Adaptive learning in practice. (2007). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2659-2697.

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  18. Stock Market Volatility and Learning. (2007). Nicolini, Juan Pablo ; Marcet, Albert ; Adam, Klaus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6518.

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  19. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12609.

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  20. Adaptive Learning in Practice. (2006). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5627.

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References

References cited by this document

  1. [1] Brennan, M. J. and Y. Xia, 2001. Stock Price Volatility and Equity Premium. Journal of Monetary Economics, 47, 249-283.

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  10. [18] Timmermann, A., 1994. How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices. Quarterly Journal of Economics, 108, 1135-1145. 21

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  17. [7] Carceles-Poveda, E., 2005, Idiosyncratic Shocks and Asset Returns in the RBC Model, an Approximate Analytical Approach, Macroeconomic Dynamics, forthcoming.

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