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pro vyhledávání: '"Kasa, Ken"'
Akademický článek
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This paper develops a dynamic asset pricing model with persistent heterogeneous beliefs. The model features competitive traders who receive idiosyncratic signals about an underlying fundamentals process. We adapt Futia’s (1981) frequency domain met
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______497::cb179185e2303980aa634a40d0f25a4c
http://summit.sfu.ca/item/10932
http://summit.sfu.ca/item/10932
Autor:
Kasa, Ken, Cho, In-Koo
This paper studies adaptive learning with multiple models. An agent operating in a self-referential environment is aware of potential model misspecification, and tries to detect it, in real-time, using an econometric specification test. If the curren
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______497::16415c8727280c32b7c69fa57b6cb73c
http://summit.sfu.ca/item/10933
http://summit.sfu.ca/item/10933
Autor:
Kasa, Ken, Djeutem, Edouard
This paper studies exchange rate volatility within the context of the monetary model of exchange rates. We assume agents regard this model as merely a benchmark, or reference model, and attempt to construct forecasts that are robust to model misspeci
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______497::85386fb35c1f1f3b0c7f76ecdbf4bfe9
http://summit.sfu.ca/item/10927
http://summit.sfu.ca/item/10927
Autor:
Kasa, Ken
This paper studies decision making by agents who value optimism, but are unsure of their environment. As in Brunnermeier and Parker (2005), an agent’s optimism is assumed to be tempered by the decision costs it imposes. As in Hansen and Sargent (20
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______497::260b02b0dee27585359237844e1c4fd6
http://summit.sfu.ca/item/10931
http://summit.sfu.ca/item/10931
Autor:
Kasa, Ken kkasa@sfu.ca, Kuttner, Kenneth1
Publikováno v:
North American Journal of Economics & Finance. Aug2010, Vol. 21 Issue 2, p107-109. 3p.
Autor:
Kasa, Ken, Kuttner, Kenneth
Publikováno v:
In North American Journal of Economics and Finance 2010 21(2):107-109
Akademický článek
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Autor:
Kasa, Ken, Popper, Helen
Publikováno v:
Journal of the Japanese and International Economies; September 1997, Vol. 11 Issue: 3 p275-295, 21p