Search Results - subject:"Heterogeneous agent model"

Melosi, Leonardo; Rottner, Matthias - 2020

Persistent link: https://www.econbiz.de/10012383764

Welfare and inequality effects of debt consolidation processes: The case of Spain, 1996-2007

Viegas, Miguel; Ribeiro, Ana Paula - In: SERIEs - Journal of the Spanish Economic Association 6 (2015) 4, pp. 479-496

effects on economic inequality and welfare. For that purpose we built a general equilibrium heterogeneous-agent model capable …

Persistent link: https://www.econbiz.de/10011650311

Welfare and inequality effects of debt consolidation processes : the case of Spain, 1996–2007

Viegas, Miguel; Ribeiro, Ana Paula - In: SERIEs : Journal of the Spanish Economic Association 6 (2015) 4, pp. 479-496

effects on economic inequality and welfare. For that purpose we built a general equilibrium heterogeneous-agent model capable …

Persistent link: https://www.econbiz.de/10011417950

On the robustness of theoretical asset pricing models

Phelan, Gregory; Akira Toda, Alexis - 2015

Persistent link: https://www.econbiz.de/10011333100

Prospect theory in the heterogeneous agent model

Polach, Jan; Kukacka, Jiri - In: Journal of economic interaction and coordination : JEIC 14 (2019) 1, pp. 147-174

Persistent link: https://www.econbiz.de/10012111458

Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists

Leal, Sandrine Jacob - In: Economics Bulletin 33 (2013) 4, pp. 3102-3116

present in the market. To this end, we propose a heterogeneous agent model wherein agents follow different strategies and …

Persistent link: https://www.econbiz.de/10010727914

Heterogeneous beliefs in over-the-counter markets

De Kamps, Marc; Ladley, Dan; Simaitis, Aistis - 2013

Persistent link: https://www.econbiz.de/10009743732

Discovering traders' heterogeneous behavior in high-frequency financial data

Huang, Ya-Chi; Tsao, Chueh-Yung - In: Computational economics 51 (2018) 4, pp. 821-846

Persistent link: https://www.econbiz.de/10011971267

Impact of strategy switching on wealth accumulation

Zhang, Yu; Huang, Weihong - In: Journal of evolutionary economics : JEE 28 (2018) 4, pp. 961-983

Persistent link: https://www.econbiz.de/10011949275

Heterogeneous Beliefs in Over-The-Counter Markets

Kamps, Marc de; Ladley, Daniel; Simaitis, Aistis - Department of Economics, Leicester University - 2012

The behavior and stability of over-the-counter markets is of central concern to regulators. Little is known, however, about how the structure of these markets determine their properties. In this paper we consider an over-the-counter market populated by boundedly rational heterogeneous traders in...

Persistent link: https://www.econbiz.de/10010699603