Heterogeneous beliefs in over-the-counter markets
From MaRDI portal
Publication:1994417
DOI10.1016/J.JEDC.2014.02.009zbMath1402.91526OpenAlexW2056495119WikidataQ59640719 ScholiaQ59640719MaRDI QIDQ1994417
Marc de Kamps, Aistis Simaitis, Daniel Ladley
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/81032/1/submission.pdf
Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Heterogeneous agent models (91B69)
Cites Work
- Unnamed Item
- Optimum consumption and portfolio rules in a continuous-time model
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- The dynamics of speculative behaviour
- Informational differences and learning in an asset market with boundedly rational agents
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks
- The strategic exploitation of limited information and opportunity in networked markets
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\)
- Asset price dynamics with heterogeneous beliefs and local network interactions
- Contagion and risk-sharing on the inter-bank market
- Asset prices, traders' behavior and market design
- The impact of heterogeneous trading rules on the limit order book and order flows
- Statistical mechanics of complex networks
- Emergence of Scaling in Random Networks
- Contagion in financial networks
- Liquidity in Asset Markets With Search Frictions
- Information Percolation With Equilibrium Search Dynamics
- The Structure and Function of Complex Networks
- MULTIASSET MARKET DYNAMICS
- Collective dynamics of ‘small-world’ networks
- Over-the-Counter Markets
- Networks
- Bilateral trade and `small-world' networks
This page was built for publication: Heterogeneous beliefs in over-the-counter markets