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

DOI10.1007/S10614-008-9135-5MaRDI QIDQ943965zbMATH OpenOpenAlexFDO

Authors Erika Corona, Sabrina Ecca, Michele Marchesi, Alessio Setzu

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

Agent-based computational economicsFinancial market simulationForeign exchange markets

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Cites work

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

Cited in

(6)

• A note on interaction between financial markets
• Speculative behavior and the dynamics of interacting stock markets
• Nonlinear evolution research for stock market, money market and foreign exchange market
• Study on the stability of an artificial stock option market based on bidirectional conduction
• On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates

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