Prices, debt and market structure in an agent-based model of the financial market
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- Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
- Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
Citations
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Cited by:
- Alexandru Mandes & Peter Winker, 2017.
"Complexity and model comparison in agent based modeling of financial markets,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 469-506, October.
- Alexandru Mandes & Peter Winker, 2015. "Complexity and Model Comparison in Agent Based Modeling of Financial Markets," MAGKS Papers on Economics 201528, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Riedler, Jesper & Brueckbauer, Frank, 2017. "Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation," ZEW Discussion Papers 17-022, ZEW - Leibniz Centre for European Economic Research.
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
- Yuri Biondi & Feng Zhou, 2019.
"Interbank credit and the money manufacturing process: a systemic perspective on financial stability,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 437-468, September.
- Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
- Fischer, Thomas, 2015.
"Market structure and rating strategies in credit rating markets – A dynamic model with matching of heterogeneous bond issuers and rating agencies,"
Journal of Banking & Finance, Elsevier, vol. 58(C), pages 39-56.
- Fischer, Thomas, 2015. "Market Structure and Rating Strategies in Credit Rating Markets – A Dynamic Model with Matching of Heterogeneous Bond Issuers and Rating Agencies," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77239, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Enrico Cozzoni & Carmine Passavanti & Cristina Ponsiglione & Simonetta Primario & Pierluigi Rippa, 2021. "Interorganizational Collaboration in Innovation Networks: An Agent Based Model for Responsible Research and Innovation in Additive Manufacturing," Sustainability, MDPI, vol. 13(13), pages 1-17, July.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021.
"Advances in the agent-based modeling of economic and social behavior,"
SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
- Karen Braun-Munzinger & Zijun Liu & Arthur Turrell, 2016. "An agent-based model of dynamics in corporate bond trading," Bank of England working papers 592, Bank of England.
- Gaffeo, Edoardo, 2019.
"Leverage and evolving heterogeneous beliefs in a simple agent-based financial market,"
Finance Research Letters, Elsevier, vol. 29(C), pages 272-279.
- Edoardo Gaffeo, 2018. "Leverage and evolving heterogeneous beliefs in a simple agent-based financial market," DEM Working Papers 2018/03, Department of Economics and Management.
- Florian Chávez-Juárez, 2017. "On the Role of Agent-based Modeling in the Theory of Development Economics," Review of Development Economics, Wiley Blackwell, vol. 21(3), pages 713-730, August.
- Wood, Aaron D. & Mason, Charles F. & Finnoff, David, 2016. "OPEC, the Seven Sisters, and oil market dominance: An evolutionary game theory and agent-based modeling approach," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 66-78.
- Matteo Serri & Guido Caldarelli & Giulio Cimini, 2016. "How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation," Papers 1611.04311, arXiv.org.
- Schasfoort, Joeri & Stockermans, Christopher, 2017. "Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market," Economics Discussion Papers 2017-63, Kiel Institute for the World Economy (IfW Kiel).
- Thomas Ankenbrand & Fabian Kostadinov & Faten Ben Bouheni & Mondher Bellalah, 2020. "Cyclical behaviour of the Swiss real estate market," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 39(1/2), pages 71-99.
- Cavalli, Fausto & Naimzada, Ahmad & Pecora, Nicolò & Pireddu, Marina, 2018. "Market sentiment and heterogeneous fundamentalists in an evolutive financial market mode," MPRA Paper 90289, University Library of Munich, Germany.
More about this item
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
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