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Informational differences and learning in an asset market with boundedly rational agents
Diks, Cees; Dindo, Pietro - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1432-1465
Persistent link: https://www.econbiz.de/10003732534
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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
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Asset price dynamics with heterogeneous beliefs and local network interactions
Panchenko, Valentyn; Gerasymchuk, Sergiy; Pavlov, Oleg V. - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2623-2642
Persistent link: https://www.econbiz.de/10010348113
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Stochastic equilibrium : learning by exponential smoothing
Pötzelberger, Klaus; Sögner, Leopold - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1743-1770
Persistent link: https://www.econbiz.de/10001755422
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Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.; Veld, Daan in 't - In: Journal of economic dynamics & control 80 (2017), pp. 101-124
Persistent link: https://www.econbiz.de/10011817632
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The impact of asset purchases in an experimental market with consumption smoothing motives
Duan, Jieyi; Hanaki, Nobuyuki - In: Journal of economic dynamics & control 156 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014480348
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Heterogeneous beliefs in over-the-counter markets
De Kamps, Marc; Ladley, Dan; Simaitis, Aistis - In: Journal of economic dynamics & control 41 (2014), pp. 50-68
Persistent link: https://www.econbiz.de/10010424320
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A robust rational route to randomness in a simple asset pricing model
Hommes, Cars H.; Huang, Hai; Wang, Duo - In: Journal of economic dynamics & control 29 (2005) 6, pp. 1043-1072
Persistent link: https://www.econbiz.de/10002855709
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Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
Chauveau, Thierry; Subbotin, Alexander - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1040-1065
Persistent link: https://www.econbiz.de/10009738270
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Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices
Ohnsorge, Franziska - 2014
We create a network of bilateral correlations of changes in sovereign bond yields and individual bank equity price changes since 2000. We extract some stylized facts from this network of asset price correlations and document the clear differences in asset price correlations between safe havens...
Persistent link: https://www.econbiz.de/10014411222