MULTIASSET MARKET DYNAMICS

DOI10.1017/S1365100504040040MaRDI QIDQ4673911zbMATH OpenOpenAlexWikidataFDO

Authors Frank Westerhoff

Publication date 9 May 2005

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100504040040

zbMATH Keywords

Asset Price DynamicsComovements in Stock PricesHeterogeneous AgentsTechnical and Fundamental Analysis

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Trade models (91B60)

Recommendations

• Cautious trend-seeking and complex asset price dynamics
• scientific article; zbMATH DE number 2209537
• The Dynamic Interaction of Speculation and Diversification
• The dynamics of speculative behaviour
• Emergent volatility in asset markets with heterogeneous agents.

Cited in

(24)

• Power-law behaviour, heterogeneity, and trend chasing
• The emergence of bull and bear dynamics in a nonlinear model of interacting markets
• Some reflections on past and future of nonlinear dynamics in economics and finance
• Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects
• Exchange rate expectations of chartists and fundamentalists
• Heterogeneous beliefs in over-the-counter markets
• Speculative behavior and the dynamics of interacting stock markets
• Cross-section instability in financial markets: impatience, extrapolation, and switching
• Static and dynamic factors in an information-based multi-asset artificial stock market
• A new \& simple model of currency crisis: bifurcations and the emergence of a bad equilibrium
• Heterogeneous agents in multi-markets: a coupled map lattices approach
• Dynamic instability in generic model of multi-assets markets
• Decentralized allocation of human capital and nonlinear growth
• Excess covariance and dynamic instability in a multi-asset model
• Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
• Herding behaviour and volatility clustering in financial markets
• A Stylized Model for Long-Run Index Return Dynamics
• Time-varying economic dominance in financial markets: a bistable dynamics approach
• An evolutionary CAPM under heterogeneous beliefs
• Symmetry breaking in a bull and bear financial market model
• The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos
• On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets
• The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates

This page was built for publication: MULTIASSET MARKET DYNAMICS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673911)