Asset price dynamics in a financial market with fundamentalists and chartists

DOI10.1155/S1026022601000103zbMath0997.91044OpenAlexW2087183994MaRDI QIDQ5953153

Roberto Dieci, Carl Chiarella, Laura Gardini

Publication date: 24 March 2002

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122154

zbMATH Keywords

instabilitybifurcationscritical curvesprice dynamicsbasins of attractionfundamentalists and chartistsnonlinear maps

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Simulation of dynamical systems (37M05) Dynamical systems in optimization and economics (37N40)

Related Items (8)

An analysis on the fractional asset flow differential equations ⋮ THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS ⋮ A laboratory experiment on the heuristic switching model ⋮ Homoclinic bifurcations in heterogeneous market models. ⋮ Analysis of a heterogeneous trader model for asset price dynamics ⋮ EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS ⋮ Heterogeneous fundamentalists in a continuous time model with delays ⋮ HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS

Uses Software

• Dynamics

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