Pages that link to "Item:Q900382"
From MaRDI portal
The following pages link to The impact of short-selling constraints on financial market stability in a heterogeneous agents model (Q900382):
Displaying 15 items.
- Editorial: Introduction to the special issue on `Rethinking policies when heterogeneity matters' (Q900371) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- Impact of value-at-risk models on market stability (Q1655705) (← links)
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720) (← links)
- A laboratory experiment on the heuristic switching model (Q1657355) (← links)
- Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
- Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints (Q1752159) (← links)
- Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
- Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
- An asset pricing model with accuracy-driven evolution of heterogeneous expectations (Q2108729) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure (Q2238317) (← links)
- Short sellers and the failures of financial intermediaries (Q2324704) (← links)
- Short selling, divergence of opinion and volatility in the corporate bond market (Q6164817) (← links)
