Interactions between stock, bond and housing markets

DOI10.1016/j.jedc.2018.05.001zbMath1401.91576MaRDI QIDQ1657356

Roberto Dieci, Noemi Schmitt, Frank H. Westerhoff

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11585/671629

zbMATH Keywords

nonlinear dynamics; bounded rationality; market interactions; stock markets; housing markets; bond markets

Mathematics Subject Classification ID

91G80: Financial applications of other theories

91B26: Auctions, bargaining, bidding and selling, and other market models

Related Items

Time-varying economic dominance in financial markets: A bistable dynamics approach, Agents' beliefs and economic regimes polarization in interacting markets, Boom-bust dynamics in a stock market participation model with heterogeneous traders, Steady states, stability and bifurcations in multi-asset market models, Co-existence of trend and value in financial markets: estimating an extended Chiarella model, Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out, When speculators meet suppliers: positive versus negative feedback in experimental housing markets

Uses Software

• DMC

Cites Work

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