Financial crises and regime-dependent dynamics
Abstract
Generalized with the regime-dependent beliefs and regime-switching dynamics, the simple market-maker framework established by Day and Huang (1990) is capable to model all types of crises, that is, sudden crisis, disturbing crisis and smooth crisis, and to offer economic and dynamic justifications on how and why these crises appear. Moreover, the model simulations verify the salient qualitative and statistical properties commonly observed in the real financial data such as fat tails, volatility clustering, long range dependence, leverage effect and other stylized facts. Additionally, the model replicates the various chart patterns widely applied in the technical analysis.Download Info
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Economic Behavior & Organization.
Volume (Year): 82 (2012)
Issue (Month): 2 ()
Pages: 445-461
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Web page: http://www.elsevier.com/locate/jebo
Related research
Keywords: Financial crisis; Regime-dependent belief; Regime switching; Power-law distribution; Long-range dependence;Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
- G19 - Financial Economics - - General Financial Markets - - - Other
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Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Weihong HUANG & Wanying Wang, 2012. "Price-Volume Relations in Financial Market," Economic Growth centre Working Paper Series 1209, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
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