Asset price dynamics when behavioural heterogeneity varies
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- Domenico Colucci & Vincenzo Valori, 2008. "Asset Price Dynamics When Behavioural Heterogeneity Varies," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 3-20, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Colucci, Domenico & Valori, Vincenzo, 2011.
"Adaptive expectations and cobweb phenomena: Does heterogeneity matter?,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(8), pages 1307-1321, August.
- Domenico Colucci & Vincenzo Valori, 2011. "Adaptive expectations and cobweb phenomena: does heterogeneity matter?," Post-Print hal-00828981, HAL.
- Domenico Colucci & Vincenzo Valori, 2012. "Bounded rationality and parameters’ uncertainty in a simple monetary policy model," Working Papers - Mathematical Economics 2012-03, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Colucci, Domenico & Valori, Vincenzo, 2015. "Stabilizing inflation in a simple monetary policy model with heterogeneous agents," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 108(C), pages 233-244.
More about this item
Keywordsheterogeneous agents; expectations; stock market; behavioural finance; bounded rationality; middlemen.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
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