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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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Asset prices in affine real business cycle models
Malkhozov, Aytek - In: Journal of economic dynamics & control 45 (2014), pp. 180-193
Persistent link: https://www.econbiz.de/10010474436
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Market stability with machine learning agents
Georges, Christophre; Pereira, Javier - In: Journal of economic dynamics & control 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
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Momentum and the cross-section of stock volatility
Fan, Minyou; Kearney, Fearghal; Li, Youwei; Liu, Jiadong - In: Journal of economic dynamics & control 144 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
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Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš; … - In: Journal of economic dynamics & control 119 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503775
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A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.; Liu, Xiaochun - In: Journal of economic dynamics & control 62 (2016), pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
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Level and slope of volatility smiles in long-run risk models
Branger, Nicole; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 86 (2018), pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
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How beneficial was the Great Moderation after all?
Pancrazi, Roberto - In: Journal of economic dynamics & control 46 (2014), pp. 73-90
Persistent link: https://www.econbiz.de/10010474406
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Learning from experience in the stock market
Nakov, Anton; Nuño, Galo - In: Journal of economic dynamics & control 52 (2015), pp. 224-239
Persistent link: https://www.econbiz.de/10011474196
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Asset prices and wealth dynamics in a financial market with random demand shocks
Dindo, Pietro; Staccioli, Jacopo - In: Journal of economic dynamics & control 95 (2018), pp. 187-210
Persistent link: https://www.econbiz.de/10012004924