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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
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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
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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
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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
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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