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Time-varying arbitrage and dynamic price discovery
Frijns, Bart; Zwinkels, Remco C. J. - In: Journal of economic dynamics & control 91 (2018), pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
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Quantitative easing in the US and financial cycles in emerging markets
Kolasa, Marcin; Wesołowski, Grzegorz - In: Journal of economic dynamics & control 149 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014285099
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Relative risk aversion and the transmission of financial crises
Boschi, Melisso; Goenka, Aditya - In: Journal of economic dynamics & control 36 (2012) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10009422352
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Banks and liquidity crises in emerging market economies
Matsuoka, Tarishi - In: Journal of economic dynamics & control 94 (2018), pp. 43-62
Persistent link: https://www.econbiz.de/10012004215
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Heterogeneous speculators, endogenous fluctuations and interacting markets : a model of stock prices and exchange rates
Dieci, Roberto; Westerhoff, Frank H. - In: Journal of economic dynamics & control 34 (2010) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10003966528
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Consuming durable goods when stock markets jump : a strategic asset allocation approach
Matos, João Amaro de; Silva, Nuno - In: Journal of economic dynamics & control 42 (2014), pp. 86-104
Persistent link: https://www.econbiz.de/10010429970
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Hommes, Cars H.; Vroegop, Joris - In: Journal of economic dynamics & control 100 (2019), pp. 314-333
Persistent link: https://www.econbiz.de/10012130975
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Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
Flaschel, Peter; Charpe, Matthieu; Galanis, Giorgos; … - In: Journal of economic dynamics & control 91 (2018), pp. 237-256
Persistent link: https://www.econbiz.de/10011974189
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The reality game
Cherkashin, Dmitriy; Farmer, J. Doyne; Lloyd, Seth - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187