XXIV SAET CONFERENCE

Rational Inattention and Endogenous Volatility: A Large Deviation Approach

1 Jul 2025, 17:30

30m

Tifeo B Room

Volatility and Default

Speaker

Tetsuya Hoshino (Kyoto University and ITAM)

Description

Authors: Tetsuya Hoshino (Kyoto University and ITAM, Mexico), Takashi Ui (University of Tsukuba, Japan)