Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map
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Publication:5056839
DOI10.1137/21M1456339MaRDI QIDQ5056839
Noemi Schmitt, Iryna Sushko, Laura Gardini, Davide Radi, Frank H. Westerhoff
Publication date: 8 December 2022
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1456339
financial market model; border collision bifurcation; bifurcation structure; discontinuous piecewise linear map; boom-bust cycles
91B64: Macroeconomic theory (monetary models, models of taxation)
37N40: Dynamical systems in optimization and economics
91B55: Economic dynamics
91G15: Financial markets
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