Agent-based model generating stylized facts of fixed income markets
Year of publication: |
[2022]
|
---|---|
Authors: | Kopp, Antoine ; Westphal, Rebecca ; Sornette, Didier |
Publisher: |
Geneva : Swiss Finance Institute |
Subject: | Agent-based model | stylized facts | transient phenomena | fixed-income | yield curve | Agentenbasierte Modellierung | Agent-based modeling | Anleihe | Bond | Theorie | Theory | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
---|---|
Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 22, 37 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.4096638 [DOI] |
Classification: | C60 - Mathematical Methods and Programming. General ; D53 - Financial Markets ; D70 - Analysis of Collective Decision-Making. General ; G01 - Financial Crises ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Agent-based model generating stylized facts of fixed income markets
Kopp, Antoine, (2022)
-
Risks in macroeconomic fundamentals and excess bond returns predictability
De Rezende, Rafael B., (2015)
-
Measuring Risk in Fixed Income Portfolios Using Yield Curve Models
Caldeira, João, (2013)
- More ...
-
Agent-based model generating stylized facts of fixed income markets
Kopp, Antoine, (2022)
-
Cividino, Davide, (2021)
-
How market intervention can prevent bubbles and crashes
Westphal, Rebecca, (2020)
- More ...