A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Peter Flaschel & Florian Hartmann & Christopher Malikane & Christian Proaño, 2015.
"A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation,"
Springer;Society for Computational Economics, vol. 45(4), pages 669-691, April.
- Peter Flaschel & Florian Hartmann & Chris Malikane & Christian R. Proaño, 2014. "A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation," Working Papers 98, Institute of Empirical Economic Research, Osnabrueck University, revised 29 Jan 2014.
More about this item
KeywordsHeterogeneous beliefs; Financial market dynamics; Bifurcation analysis; Coexisting attractors; C62; D84; E32; G12;
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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