Uncertainty, Expectations and Asset Price Dynamics Essays in Honor of Georges Prat /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Jawadi, Fredj (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Dynamic Modeling and Econometrics in Economics and Finance, 24
• Θέματα: Macroeconomics.; Behavioral economics.; Econometrics.; Economics, Mathematical .; Financial crises.; Macroeconomics/Monetary Economics//Financial Economics.; Behavioral Finance.; Quantitative Finance.; Financial Crises.
• Φυσική περιγραφή: XXX, 192 p. 28 illus. online resource.
• ISBN: 9783319987149
• ISSN: 1566-0419 ;
• DOI: 10.1007/978-3-319-98714-9

Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.