Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims

Academic journals

Publication Date
Publication Outlet
The Review of Economic Studies
Publication Authors
Georgy Chabakauri
Kathy Yuan
Konstantinos E. Zachariadis

Georgy Chabakauri, Kathy Yuan, Konstantinos E Zachariadis (2022). Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims. The Review of Economic Studies. 89 (5), 2445–2490.

doi: 10.1093/restud/rdab081