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Hetereogeneity in economics
Kirman, Alan P. - In: Journal of economic interaction and coordination : JEIC 1 (2006) 1, pp. 89-117
Persistent link: https://www.econbiz.de/10003350930
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The microeconomic foundations of instability in financial markets
Kirman, Alan P. - In: Long memory in economics : with 50 tables, (pp. 311-344). 2006
Persistent link: https://www.econbiz.de/10003375653
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Ants and nonoptimal self-organization : lessons for macroeconomics
Kirman, Alan P. - In: Macroeconomic dynamics 20 (2016) 2, pp. 601-621
Persistent link: https://www.econbiz.de/10011577461
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Efficiency and stability in complex financial markets
Caccioli, Fabio; Marsili, Matteo - 2010
The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...
Persistent link: https://www.econbiz.de/10010299740
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Information efficiency and financial stability
Caccioli, Fabio; Marsili, Matteo - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-20, pp. 1-20
The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...
Persistent link: https://www.econbiz.de/10010300734
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Efficiency and stability in complex financial markets
Caccioli, Fabio; Marsili, Matteo - 2010
The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...
Persistent link: https://www.econbiz.de/10003914180
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Information efficiency and financial stability
Caccioli, Fabio; Marsili, Matteo - 2010
The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...
Persistent link: https://www.econbiz.de/10003984216
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Dynamic instability in generic model of multi-assets markets
Marsili, Matteo; Raffaelli, Giacomo; Ponsot, Benedicte - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1170-1181
Persistent link: https://www.econbiz.de/10003844200
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Information Efficiency and Financial Stability
Caccioli, Fabio - 2011
The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...
Persistent link: https://www.econbiz.de/10013132080
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Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail; Bottazzi, Giulio; Marsili, Matteo; … - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273