The interplay between two stock markets and a related foreign exchange market: A simulation approach

DOI10.1007/S10614-008-9135-5zbMath1142.91717OpenAlexW2004251575MaRDI QIDQ943965

Erika Corona, Michele Marchesi, Alessio Setzu, Sabrina Ecca

Publication date: 12 September 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-008-9135-5

zbMATH Keywords

Foreign exchange marketsAgent-based computational economicsFinancial market simulation

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (3)

On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets ⋮ Speculative behavior and the dynamics of interacting stock markets ⋮ Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates

Cites Work

• Heterogeneity of agents, transactions costs and the exchange rate
• Traders' long-run wealth in an artificial financial market
• Who wins? Study of long-run trader survival in an artificial stock market
• Agent-based simulation of a financial market
• Unnamed Item

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