Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Year of publication: |
2019
|
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Authors: | Hommes, Cars H. ; Vroegop, Joris |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 100.2019, p. 314-333
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Subject: | Bias | Bubbles | Complex adaptive systems | Contagion | Heterogeneous beliefs | Market interaction | Nonlinear dynamics | Numerical simulation | Theorie | Theory | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | Simulation | Ansteckungseffekt | Contagion effect | Spekulationsblase | Agentenbasierte Modellierung | Agent-based modeling | Effizienzmarkthypothese | Efficient market hypothesis | Nichtlineare Dynamik | Börsenkurs | Share price | Aktienmarkt | Stock market |
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