Interactions between stock, bond and housing markets
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Cites work
- A class of evolutionary models for participation games with negative feedback
- A prototype model of speculative dynamics with position-based trading
- An analysis of the effect of noise in a heterogeneous agent financial market model
- An evolutionary CAPM under heterogeneous beliefs
- Boom-bust dynamics in a stock market participation model with heterogeneous traders
- Dollar Cost Averaging
- Elements of applied bifurcation theory
- Evolutionary competition in a mixed market with socially concerned firms
- Evolutionary selection against dominated strategies
- Heterogeneity, convergence, and autocorrelations
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach
- scientific article; zbMATH DE number 43585 (Why is no real title available?)
- scientific article; zbMATH DE number 1792281 (Why is no real title available?)
- Individual expectations, limited rationality and aggregate outcomes
- Market mood, adaptive beliefs and asset price dynamics
- Positive welfare effects of trade barriers in a dynamic partial equilibrium model
- Power-law behaviour, heterogeneity, and trend chasing
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
- Speculative behavior and the dynamics of interacting stock markets
- Stock market participation and endogenous boom-bust dynamics
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- The Dynamic Interaction of Speculation and Diversification
- The dynamics of speculative behaviour
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Cited in
(10)- 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
- Time-varying economic dominance in financial markets: a bistable dynamics approach
- Agents' beliefs and economic regimes polarization in interacting markets
- Real and financial interacting markets: a behavioral macro-model
- Contagious popular stories, stock market participation, and boom-bust cycles
- Study on the evolution characteristics of stock prices under continuous interference of external events
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