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Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi; Lux, Thomas - 2015
We take the model of Alfarano et al. (Journal of Economic Dynamics & Control 32, 2008, 101-136) as a prototype agent-based model that allows reproducing the main stylized facts of financial returns. The model does so by combining fundamental news driven by Brownian motion with a minimalistic...
Persistent link: https://www.econbiz.de/10010501936
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Monetary policy with opinionated markets
Caballero, Ricardo J.; Simsek, Alp - 2020
Persistent link: https://www.econbiz.de/10012240532
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On the international financial architecture : insuring emerging markets
Caballero, Ricardo J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002112957
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Macroeconomic volatility in Latin America : a view and three case studies
Caballero, Ricardo J. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568231
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International liquidity management : sterilization policy in illiquid financial markets
Caballero, Ricardo J.; Krishnamurthy, Arvind - 2000
Persistent link: https://www.econbiz.de/10001483998
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A minimal noise trader model with realistic time series properties
Alfarano, Simone (contributor); Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781210
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Complexity and financial panics
Caballero, Ricardo J.; Simsek, Alp - 2009
Persistent link: https://www.econbiz.de/10003844302
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Flight to quality and bailouts : policy remarks and a literature review
Caballero, Ricardo J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003785556
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Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas - 2008
Persistent link: https://www.econbiz.de/10008856295
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Global imbalances and financial fragility
Caballero, Ricardo J.; Krishnamurthy, Arvind - 2009
Persistent link: https://www.econbiz.de/10003804128