Interactions between stock, bond and housing markets

DOI10.1016/J.JEDC.2018.05.001zbMath1401.91576OpenAlexW2788211946MaRDI QIDQ1657356

Roberto Dieci, Noemi Schmitt, Frank H. Westerhoff

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11585/671629

zbMATH Keywords

nonlinear dynamicsbounded rationalitymarket interactionsstock marketshousing marketsbond markets

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (7)

Boom-bust dynamics in a stock market participation model with heterogeneous traders ⋮ Time-varying economic dominance in financial markets: A bistable dynamics approach ⋮ Agents' beliefs and economic regimes polarization in interacting markets ⋮ Co-existence of trend and value in financial markets: estimating an extended Chiarella model ⋮ Steady states, stability and bifurcations in multi-asset market models ⋮ Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out ⋮ When speculators meet suppliers: positive versus negative feedback in experimental housing markets

Uses Software

• DMC

Cites Work

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