Agents' beliefs and economic regimes polarization in interacting markets
From MaRDI portal
Publication:4575505
DOI10.1063/1.5024370zbMath1395.91518arXiv1805.00387OpenAlexW3103875611WikidataQ88952866 ScholiaQ88952866MaRDI QIDQ4575505
Fausto Cavalli, Nicolò Pecora, Marina Pireddu, Ahmad K. Naimzada
Publication date: 13 July 2018
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.00387
Financial applications of other theories (91G80) Dynamical systems in optimization and economics (37N40)
Related Items (3)
Complex interplay between monetary and fiscal policies in a real economy model ⋮ Agents' beliefs and economic regimes polarization in interacting markets ⋮ Speculative asset price dynamics and wealth taxes
Cites Work
- Animal spirits in the foreign exchange market
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
- An evolutionary CAPM under heterogeneous beliefs
- Real and financial interacting markets: a behavioral macro-model
- Interactions between the real economy and the stock market: a simple agent-based approach
- Price stabilization using buffer stocks
- Commodity markets, price limiters and speculative price dynamics
- Power-law behaviour, heterogeneity, and trend chasing
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Interactions between stock, bond and housing markets
- Dynamics of a multiplier-accelerator model with nonlinear investment function
- Speculative behavior and the dynamics of interacting stock markets
- Complex dynamics and multistability with increasing rationality in market games
- Expectations and the Multiplier-Accelerator Model
- A Rational Route to Randomness
- Agents' beliefs and economic regimes polarization in interacting markets
- Introducing a price variation limiter mechanism into a behavioral financial market model
- Real and financial market interactions in a multiplier-accelerator model: Nonlinear dynamics, multistability and stylized facts
- The Nonlinear Accelerator and the Persistence of Business Cycles
This page was built for publication: Agents' beliefs and economic regimes polarization in interacting markets
