Journal of Economic Dynamics and Control, December 2019

Green Table of Contents

Volume 109

 

Can competition between forecasters stabilize asset prices in learning to forecast experiments?

    Dávid Kopányi, Jean Paul Rabanal, Olga A. Rud, Jan Tuinstra

    Article 103770

Link to preprint

 

Capturing deep tail risk via sequential learning of quantile dynamics

    Qi Wu, Xing Yan

    Article 103771

Green copy not found

 

A learning curve of the market: Chasing alpha of socially responsible firms

    Zhichuan Li, Dylan B. Minor, Jun Wang, Chong Yu

    Article 103772

Request copy from author via ResearchGate

 

A model of anonymous influence with anti-conformist agents

    Michel Grabisch, Alexis Poindron, Agnieszka Rusinowska

    Article 103773

Link to preprint

 

Endogenous borrowing constraints and stagnation in Latin America

    Paulina Restrepo-Echavarria

    Article 103774

Link to preprint

 

Reexamining time-varying bond risk premia in the post-financial crisis era

    Han Zhang, Xiaoyun Fan, Bin Guo, Wei Zhang

    Article 103777

Green copy not found

 

Learning about banks’ net worth and the slow recovery after the financial crisis

    Josef Hollmayr, Michael Kühl

    Article 103776

Link to preprint

 

Skilled migration and business cycle dynamics

    Christie Smith, Christoph Thoenissen

    Article 103781

Link to open access

 

A unified model for regularized and robust portfolio optimization

    Lukas Plachel

    Article 103779

Link to preprint