Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2016.05.005
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+W2401705356
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+The impact of short-selling constraints on financial market stability in a heterogeneous agents model
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+More hedging instruments may destabilize markets
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+Asset price and wealth dynamics under heterogeneous expectations
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+``Period three to period two'' bifurcation for piecewise linear models
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+Border-collision bifurcations including ``period two to period three'' for piecewise smooth systems
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+Belief Disagreements and Collateral Constraints
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+Leverage causes fat tails and clustered volatility
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+Publication:1655720