Beyond Mechanical Markets: Asset Price Swings, Risk, and the Role of the State

By R. Frydman, Michael D. Goldberg. 2011

111 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/14fbdaa68258b37e1376e597b78517618d54296d

Citations in the corpus

• Global Imbalances and the Financial Crisis: Link or No Link? (2011, unknown): “…in terms of competitiveness and distortions in production and expenditure patterns that it can generate.38 38 For an interesting recent analysis of exchange rate overshooting, similar in spirit to the work on leading indicators of financial imbalances noted above, see Frydman and Goldberg (2010).”
• The Financial Cycle and Macroeconomics: What Have We Learnt? (2014, unknown): “Also, Frydman and Goldberg (2011) allow for imperfect information in a way that is consistent with the predictive information content of “gap” measures such as those discussed above.”