Growth Uncertainty, Rational Learning, and Option Prices
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More about this item
Keywords
uncertainty; rational learning; business cycles; variance premium; implied volatilities;All these keywords.
JEL classification:
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2021-03-01 (Financial Development and Growth)
- NEP-MAC-2021-03-01 (Macroeconomics)
- NEP-ORE-2021-03-01 (Operations Research)
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