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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The impact of short-selling constraints on financial market stability in a heterogeneous agents model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Rational Route to Randomness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneous beliefs and routes to chaos in a simple asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: More hedging instruments may destabilize markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset price and wealth dynamics under heterogeneous expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Endogenous fluctuations in a simple asset pricing model with heterogeneous agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The heterogeneous expectations hypothesis: Some evidence from the lab / rank
 
Normal rank
Property / cites work
 
Property / cites work: ``Period three to period two'' bifurcation for piecewise linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Border-collision bifurcations including ``period two to period three'' for piecewise smooth systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Belief Disagreements and Collateral Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Leverage causes fat tails and clustered volatility / rank
 
Normal rank

Latest revision as of 07:50, 16 July 2024

scientific article
Language Label Description Also known as
English
Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
scientific article

    Statements

    Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (English)
    0 references
    0 references
    9 August 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    asset pricing model
    0 references
    heterogeneous agents
    0 references
    financial stability
    0 references
    short-selling bans
    0 references
    leverage constraints
    0 references
    0 references