Ruling-out non-stationary stochastic rational expectations bubbles when agents are non-risk-neutral

Author: Roberts Mark A.  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.5, Iss.7, 1998-07, pp. : 473-475

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract