Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Chabakauri, G.

& Zachariadis, K. E. (2021). Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims. [Dataset]. Zenodo. https://doi.org/10.5281/zenodo.5534801

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The package contains Matlab code and readme file for replicating Figures 1 and 2 in Chabakauri, G., Yuan, K., and K. E. Zachariadis, 2021, "Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims", Review of Economic Studies, forthcoming.

Item Type	Dataset
Publisher	Zenodo
DOI	10.5281/zenodo.5534801
Date made available	28 September 2021
Resource language	Other
Departments	LSE

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Chabakauri, G., Yuan, K. & Zachariadis, K. (2022). Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89(5), 2445 - 2490. https://doi.org/10.1093/restud/rdab081 (Repository Output)

Available at: 10.5281/zenodo.5534801

Access level: Open

Licence: Creative Commons: Attribution 4.0

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Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

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