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The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel; Lux, Thomas - In: Journal of economic interaction and coordination : JEIC 10 (2015) 1, pp. 119-150
Persistent link: https://www.econbiz.de/10011378750
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Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi; Lux, Thomas - In: Computational economics 52 (2018) 3, pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
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Effects of price regulations and dark pools on financial market stability : an investigation by multiagent simulations
Mizuta, Takanobu; Kosugi, Shintaro; Kusumoto, Takuya; … - In: Intelligent systems in accounting finance and … 23 (2016) 1/2, pp. 97-120
Persistent link: https://www.econbiz.de/10011668119
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Estimating heterogeneous agents behavior in a two-market financial system
Chen, Zhenxi; Huang, Weihong; Zheng, Huanhuan - In: Journal of economic interaction and coordination : JEIC 13 (2018) 3, pp. 491-510
Persistent link: https://www.econbiz.de/10012111491
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Optimal monetary policy in a new Keynesian model with animal spirits and financial markets
Lengnick, Matthias; Wohltmann, Hans-Werner - In: Journal of economic dynamics & control 64 (2016), pp. 148-165
Persistent link: https://www.econbiz.de/10011708262
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Effects of dark pools on financial markets' efficiency and price discovery function : an investigation by multi-agent simulations
Mizuta, Takanobu; Kosugi, Shintaro; Kusumoto, Takuya; … - In: Evolutionary and institutional economics review 12 (2015) 2, pp. 375-394
Persistent link: https://www.econbiz.de/10011445688
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Applications of statistical physics in finance and economics
Lux, Thomas - In: Handbook of research on complexity, (pp. 213-258). 2009
Persistent link: https://www.econbiz.de/10003870451
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Estimation of an agent-based model of investor sentiment formation in financial markets
Lux, Thomas - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1284-1302
Persistent link: https://www.econbiz.de/10009655681
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Analysis of an option market dynamics based on a heterogeneous agent model
Kawakubo, Saki; Izumi, Kiyoshi; Yoshimura, Shinobu - In: Intelligent systems in accounting finance and … 21 (2014) 2, pp. 105-128
Persistent link: https://www.econbiz.de/10010385627
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Agent-based financial markets and New Keynesian macroeconomics : a synthesis
Lengnick, Matthias; Wohltmann, Hans-Werner - In: Journal of economic interaction and coordination : JEIC 8 (2013) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10009730907