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- W3124179914 abstract "This paper studies an investment decision problem in a framework where the government offers insurance against the possibility of the price of a risky asset falling drastically. The problem is considered under different informational scenarios whereby the precision of the information about the state of fundamentals determining prices varies. Changes in the informational scenario is shown to affect equilibrium prices despite no concomitant changes in the underlying fundamentals, creating excess volatility. The insurance offered by the government adds to this process by inducing a discontinuity in prices when the uncertainty faced by agents changes from low to high." @default.
- W3124179914 created "2021-02-01" @default.
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- W3124179914 date "2013-01-01" @default.
- W3124179914 modified "2023-09-27" @default.
- W3124179914 title "Government Insurance, Information, and Asset Prices" @default.
- W3124179914 doi "https://doi.org/10.2139/ssrn.2359307" @default.
- W3124179914 hasPublicationYear "2013" @default.
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