Overview
- Discusses irrational expectations
- Evaluates expectation processes for asset price forecasts
- Analyzes asset price fundamentals
- Proposes new tests for bubbles
Part of the book series: Dynamic Modeling and Econometrics in Economics and Finance (DMEF, volume 24)
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Table of contents (8 chapters)
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Heterogeneity of Beliefs and Information
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Transmission and Market Integration
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Fundamentals and Bubbles
Keywords
About this book
Editors and Affiliations
About the editor
Fredj Jawadi is a Full Professor of Finance at the University of Lille, France, and was an Associate Professor of Finance at the University of Evry-Paris Saclay from 2010 to 2018. Currently, he is an Associate Researcher at EconomiX-CNRS and Deputy Director for the Cliometrics and Complexity team (CAC) at the IXXI Complex Systems Institute, France as well as Fellow for the Society of Economic Measurement (US), Fellow at the Economic Research Forum (ERF) in Egypt and Charter Fellow at the Institute for Nonlinear Dynamical Inference (INDI) in Russia. He specializes in finance and applied econometrics. He is the author of several books and international journal papers.
Bibliographic Information
Book Title: Uncertainty, Expectations and Asset Price Dynamics
Book Subtitle: Essays in Honor of Georges Prat
Editors: Fredj Jawadi
Series Title: Dynamic Modeling and Econometrics in Economics and Finance
DOI: https://doi.org/10.1007/978-3-319-98714-9
Publisher: Springer Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: Springer Nature Switzerland AG 2018
Hardcover ISBN: 978-3-319-98713-2Published: 12 December 2018
eBook ISBN: 978-3-319-98714-9Published: 30 November 2018
Series ISSN: 1566-0419
Series E-ISSN: 2363-8370
Edition Number: 1
Number of Pages: XXX, 192
Number of Illustrations: 28 b/w illustrations
Topics: Macroeconomics/Monetary Economics//Financial Economics, Behavioral Finance, Econometrics, Quantitative Finance, Financial Crises