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A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities

Tramontana, Fabio; Westerhoff, Frank; Gardini, Laura - 2011

We present a simple financial market model with interacting chartists and fundamentalists. Since some of these speculators only become active when a certain misalignment level has been crossed, the dynamics are driven by a discontinuous piecewise linear map. The model endogenously generates...

Persistent link: https://www.econbiz.de/10010343865

One-dimensional maps with two discontinuity points and three linear branches : mathematical lessons for understanding the dynamics of financial markets

Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10010340255

The bull and bear market model of Huang and Day : some extensions and new results

Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2351-2370

Persistent link: https://www.econbiz.de/10010196878

Uncertainty about fundamental, pessimistic and overconfident traders : a piecewise-linear maps approach

Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio - 2021

Persistent link: https://www.econbiz.de/10013190536

Uncertainty about fundamental, pessimistic and overconfident traders : a piecewise-linear maps approach

Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 707-726

Persistent link: https://www.econbiz.de/10012794986

Reference group influence on binary choices dynamics

Dal Forno, Arianna; Merlone, Ugo - In: Decisions in economics and finance : DEF ; a journal of … 41 (2018) 2, pp. 427-445

Persistent link: https://www.econbiz.de/10011997955

Risiken für die Emerging Markets in Mittel- und Osteuropa vor dem Hintergrund der Erfahrungen Thailands, Mexikos und Tschechiens : Beitrag für den Projektbericht: "Währungspolitisc...

Sell, Friedrich L. - 1999

Der vorliegende Aufsatz untersucht die Ursachen von Finanzmarktkrisen anhand entsprechender Vorkommnisse in Thailand, Mexiko und Tschechien, um risikoreiche Konstellationen für Emerging Markets zu identifizieren. Als Modell wurde der Ansatz von Sachs/Tornell/Velasco (1996) gewählt, der durch...

Persistent link: https://www.econbiz.de/10010508265

The financial crisis and bank-client relationships : foreign ownership, transparency, and portfolio selection

Pennathur, Anita; Vishwasrao, Sharmila - In: Journal of banking & finance 42 (2014), pp. 232-246

Persistent link: https://www.econbiz.de/10010408382

Effects of monetary policy during financial market crises and regime changes : an empirical evaluation using a nonlinear vector autoregression model

Kim, Seewon - In: Asian economic journal : journal of the East Asian … 32 (2018) 2, pp. 105-123

Persistent link: https://www.econbiz.de/10011970084

Divergent occupational pensions in Bismarckian countries : the case of Germany and Austria

Wiß, Tobias - In: Transfer : European review of labour and research ; … 24 (2018) 1, pp. 91-107

Persistent link: https://www.econbiz.de/10011840832