Pages that link to "Item:Q1994607"
From MaRDI portal
The following pages link to Speculative behavior and the dynamics of interacting stock markets (Q1994607):
Displayed 12 items.
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- The stock-bond comovements and cross-market trading (Q1656474) (← links)
- Interactions between stock, bond and housing markets (Q1657356) (← links)
- Time-varying arbitrage and dynamic price discovery (Q1657391) (← links)
- Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
- Steady states, stability and bifurcations in multi-asset market models (Q1715611) (← links)
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects (Q1734560) (← links)
- Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
- Statistical arbitrage and risk contagion (Q2102882) (← links)
- Time-varying economic dominance in financial markets: A bistable dynamics approach (Q4575499) (← links)
- A financial market model with two discontinuities: Bifurcation structures in the chaotic domain (Q4575503) (← links)
- Agents' beliefs and economic regimes polarization in interacting markets (Q4575505) (← links)