THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS

DOI10.1017/S1365100509090531zbMath1273.91196OpenAlexW2028500844MaRDI QIDQ3168865

Mauro Gallegati, J. Barkley jun. Rosser, Antonio Palestrini

Publication date: 27 April 2011

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100509090531

zbMATH Keywords

herding behaviorfinancial constraintsperiod of financial distress

Mathematics Subject Classification ID

Portfolio theory (91G10) Heterogeneous agent models (91B69)

Related Items (6)

Dynamic effects of increasing heterogeneity in financial markets ⋮ Heterogeneous fundamentalists and imitative processes ⋮ Studying heterogeneity among fundamentalists in financial markets: a note ⋮ Financial crises and interacting heterogeneous agents ⋮ Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach ⋮ The rise and fall of catastrophe theory applications in economics: was the baby thrown out with the bathwater?

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• On the Possibility of Speculation under Rational Expectations
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• Asset price dynamics in a financial market with fundamentalists and chartists

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