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1
Market force, ecology and evolution
Farmer, J. Doyne
- In:
Industrial and corporate change
11
(
2002
)
5
,
pp. 895-953
Persistent link: https://www.econbiz.de/10001727686
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2
A simple model for the nonequilibrium dynamics and evolution of a financial market
Farmer, J. Doyne
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 425-441
Persistent link: https://www.econbiz.de/10001522917
Saved in:
3
How markets slowly digest changes in supply and demand
Bouchaud, Jean-Philippe
;
Farmer, J. Doyne
;
Lillo, Fabrizio
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 57-160)
.
2009
Persistent link: https://www.econbiz.de/10003820628
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4
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates
Farmer, J. Doyne
;
Geanakoplos, John
-
2009
Persistent link: https://www.econbiz.de/10003868957
Saved in:
5
Leverage causes fat tails and clustered volatility
Thurner, Stefan
;
Farmer, J. Doyne
;
Geanakoplos, John
-
2010
Persistent link: https://www.econbiz.de/10003925360
Saved in:
6
Discounting the distant future
Farmer, J. Doyne
;
Geanakoplos, John
;
Masoliver, Jaume
; …
-
2014
Persistent link: https://www.econbiz.de/10010380629
Saved in:
7
Stability analysis of financial contagion due to overlapping portfolios
Caccioli, Fabio
;
Shrestha, Munik
;
Moore, Cristopher
; …
- In:
Journal of banking & finance
46
(
2014
),
pp. 233-245
Persistent link: https://www.econbiz.de/10010467817
Saved in:
8
The dynamics of the leverage cycle
Aymanns, Christoph
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 155-179
Persistent link: https://www.econbiz.de/10010486948
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9
To bail-out or to bail-in? : answers from an agent-based model
Klimek, Peter
;
Poledna, Sebastian
;
Farmer, J. Doyne
; …
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 144-154
Persistent link: https://www.econbiz.de/10010486949
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10
Leverage-induced systemic risk under Basle II and other credit risk policies
Poledna, Sebastian
;
Thurner, Stefan
;
Farmer, J. Doyne
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 199-212
Persistent link: https://www.econbiz.de/10010408397
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