Financial liquidity: an emergent phenomena

DOI10.3934/JDG.2020015MaRDI QIDQ828015zbMATH OpenOpenAlexFDO

Authors Alfredo García, Martin Andrés Szybisz

Publication date 14 January 2021

Published in Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jdg.2020015

zbMATH Keywords

simulationemergencecomplex systemliquidityfinancial assets

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Recommendations

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• scientific article; zbMATH DE number 1977285

Cites work

• Economic evolution and uncertainty: transitions and structural changes
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Investment under uncertainty, competition and regulation
• Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
• Robust portfolio decisions for financial institutions
• Structural change and economic dynamics: rethinking from the complexity approach

Cited in

(5)

• RESOLVING THE LIQUIDITY PUZZLE
• Liquidity management and stock price reactions in an economic crisis
• On the instability of private intertemporal liquidity provision
• Liquidity shocks and equilibrium liquidity premia.
• Liquidity Preference and Financial Intermediation

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