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Keywords: Models of self-fulfilling beliefs
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2015) 16 (3): 321–343.
Published: 18 May 2015
... dispersion matrix within time[ 16 ], which aggregates two sources of variability: De Grauwe and Ji (2013) make explicit reference to models of “self-fulfilling beliefs”. This is, in fact, a growing literature on sovereign-debt crises that embeds the above-mentioned positive feedback mechanism...
