Research Catalog

Price expectations in goods and financial markets : new developments in theory and empirical research

Title
Price expectations in goods and financial markets : new developments in theory and empirical research / edited by Francois Gardes, Georges Prat ; preface by M. Hashem Pesaran.
Publication
Cheltenham, UK ; Northampton, MA, USA : Edward Elgar, ©2000.

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StatusFormatAccessCall NumberItem Location
TextUse in library HB221 .P69 2000Off-site

Details

Additional Authors
  • Gardes, François, 1950-
  • Prat, Georges, docteur d'Etat en sciences économiques
Description
xvi, 302 pages : illustrations; 25 cm
Subject
  • Prices > Econometric models
  • Rational expectations (Economic theory)
  • Erwartung
  • Gütermarkt
  • Kreditmarkt
  • Preis
  • Preisbildung
  • Preisentwicklung
  • Rationale Erwartung
  • Ökonometrisches Modell
  • Rationele verwachtingstheorie
  • Econometrische modellen
  • Prijzen (economie)
  • Preis
Bibliography (note)
  • Includes bibliographical references and index.
Contents
From self-fulfilling to self-correcting expectations / Bernard Walliser -- About the origins of the player's expectations in game theory / Christian Schmidt -- Common knowledge and the information revealed through prices / Gabriel Desgranges and Roger Guesnerie -- Private information, public information, expectations and prices in financial markets / Damien Besancenot -- Imitative expectations and informational paradox / André Orléan and Yamina Tadjeddine -- Rare events and stock price expectations / Aimé Scannavino -- Rationality of price and unemployment expectations / François Gardes [and others]. -- Variance rationality / Roy Batchelor and Firoozeh Zarkesh -- Expectations formation and risk in three fanancial markets / Ronald MacDonald -- The inconsistency of the exchange rate forecast term structure / Agnès Bénassy-Quéré and Hélène Raymond -- The evidence of a mixed expectation generating process in the foreign exchange market / Georges Prat and Remzi Uctum -- Modelling stock price expectations / Alain Abou and Georges Prat.
ISBN
  • 1840643226
  • 9781840643220
LCCN
99087208
OCLC
  • ocm43095800
  • 43095800
  • SCSB-1141024
Owning Institutions
Princeton University Library