Financial crises and interacting heterogeneous agents
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Publication:976527
DOI10.1016/J.JEDC.2010.01.013zbMATH Open1230.91150OpenAlexW3123154436MaRDI QIDQ976527FDOQ976527
Authors: Weihong Huang, Huanhuan Zheng, Wai-Mun Chia 
Publication date: 11 June 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.013
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Cites Work
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- The period of financial distress in speculative markets: interacting heterogeneous agents and financial constraints
- Market mood, adaptive beliefs and asset price dynamics
- Asset price dynamics among heterogeneous interacting agents
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Cited In (29)
- Bifurcations and Chaos for 2D Discontinuous Dynamical Model of Financial Markets
- Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map
- The bull and bear market model of Huang and Day: some extensions and new results
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
- A financial market model with two discontinuities: Bifurcation structures in the chaotic domain
- BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
- In-fill asymptotic theory for structural break point in autoregressions
- Speculative behavior and the dynamics of interacting stock markets
- Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure
- A model of international financial crises
- Empirical properties of a heterogeneous agent model in large dimensions
- Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map
- Market dynamics when agents anticipate correlation breakdown
- One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
- BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Financial crises as herds: overturning the critiques
- Title not available (Why is that?)
- Behavioral heterogeneity and financial crisis: the role of sentiment
- Financial Intermediation, Capital Accumulation, and Crisis Recovery
- Coordinated bubbles and crashes
- The period of financial distress in speculative markets: interacting heterogeneous agents and financial constraints
- FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
- Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
- Title not available (Why is that?)
- Symmetry breaking in a bull and bear financial market model
- On the price dynamics of a two-dimensional financial market model with entry levels
- Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices
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