Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
type: Item
instance of: scholarly article
title: Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
zbMATH Open document ID: 1401.91082
author: Daan in 't Veld
publication date: 2018-08-09T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6915659
zbMATH Keywords: asset pricing model
zbMATH Keywords: heterogeneous agents
zbMATH Keywords: financial stability
zbMATH Keywords: short-selling bans
zbMATH Keywords: leverage constraints
MaRDI profile type: Publication
full work available at URL: j.jedc.2016.05.005
OpenAlex ID: W2401705356
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cites work: Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
cites work: The heterogeneous expectations hypothesis: Some evidence from the lab
cites work: ``Period three to period two'' bifurcation for piecewise linear models
cites work: Border-collision bifurcations including ``period two to period three'' for piecewise smooth systems
cites work: Belief disagreements and collateral constraints
cites work: Leverage causes fat tails and clustered volatility
DOI: 10.1016/J.JEDC.2016.05.005
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 6915659