Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
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Publication:964583
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Cites work
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Cited in
(26)- Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps
- An evolutionary CAPM under heterogeneous beliefs
- Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends
- Credit market dynamics: a cobweb model
- Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
- Interactions between the real economy and the stock market: a simple agent-based approach
- Exchange rate expectations of chartists and fundamentalists
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
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- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach
- The emergence of bull and bear dynamics in a nonlinear model of interacting markets
- Time-varying economic dominance in financial markets: a bistable dynamics approach
- A model of information flows and confirmatory bias in financial markets
- Speculative behavior and the dynamics of interacting stock markets
- The interplay between two stock markets and a related foreign exchange market: A simulation approach
- Coordinated bubbles and crashes
- Heterogeneous agents in multi-markets: a coupled map lattices approach
- Dynamical analysis of a banking duopoly model with capital regulation and asymmetric costs
- Global bifurcations in a three-dimensional financial model of bull and bear interactions
- Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
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- Analysis of a heterogeneous trader model for asset price dynamics
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