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Uncertainty, Expectations and Asset Price Dynamics

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Cover of 'Uncertainty, Expectations and Asset Price Dynamics'

Table of Contents

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    Book Overview
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    Chapter 1 Uncertainty and Stationarity in Financial and Macroeconomic Time Series—Evidence from Fourier Approximated Structural Changes
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    Chapter 2 Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?
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    Chapter 3 Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence
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    Chapter 4 High Frequency Trading in the Equity Markets During US Treasury POMO
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    Chapter 5 Crude Oil and Biofuel Agricultural Commodity Prices
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    Chapter 6 Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa
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    Chapter 7 Informational Efficiency and Endogenous Rational Bubbles
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    Chapter 8 Stock Market Bubble Migration: From Shanghai to Hong Kong
Attention for Chapter 7: Informational Efficiency and Endogenous Rational Bubbles
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Chapter title
Informational Efficiency and Endogenous Rational Bubbles
Chapter number 7
Book title
Uncertainty, Expectations and Asset Price Dynamics
Published by
Springer, Cham, January 2018
DOI 10.1007/978-3-319-98714-9_7
Book ISBNs
978-3-31-998713-2, 978-3-31-998714-9
Authors

George A. Waters, Waters, George A.

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