Stock market participation and endogenous boom-bust dynamics

DOI10.1016/j.econlet.2016.09.016zbMath1398.91719OpenAlexW2522910693MaRDI QIDQ1672724

Noemi Schmitt, Frank H. Westerhoff

Publication date: 11 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.09.016

zbMATH Keywords

evolutionary dynamicsstock market participationbubbles and crashes

Mathematics Subject Classification ID

Economic growth models (91B62) Actuarial science and mathematical finance (91G99)

Related Items (4)

Interactions between stock, bond and housing markets ⋮ Boom-bust dynamics in a stock market participation model with heterogeneous traders ⋮ Co-existence of trend and value in financial markets: estimating an extended Chiarella model ⋮ Steady states, stability and bifurcations in multi-asset market models

Cites Work

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