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  • Search: subject:"Stability and bifurcation analysis"
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Year of publication
Subject
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stability and bifurcation analysis 17 Nonlinear dynamics 7 Theorie 7 Theory 7 bounded rationality and learning 7 Asset price dynamics 6 Stability and bifurcation analysis 6 nonlinear dynamics 6 Begrenzte Rationalität 5 Bounded rationality 5 Learning process 5 Lernprozess 5 chartists and fundamentalists 5 Börsenkurs 4 CAPM 4 Chaos theory 4 Chaostheorie 4 Cobweb models 4 Duopoly model 4 Exchange rate 4 Foreign exchange markets 4 Nichtlineare Dynamik 4 Share price 4 Wechselkurs 4 nonlinear maps 4 Agent-based modeling 3 Erwartungsbildung 3 Expectation formation 3 Volatility 3 Volatilität 3 fake news 3 Agentenbasierte Modellierung 2 Ankündigungseffekt 2 Announcement effect 2 Chartists and fundamentalists 2 Cobweb 2 Coexisting attractors 2 Devisenmarkt 2 Exchange rate dynamics 2 Financial market 2
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Online availability
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Free 23 CC license 1
Type of publication
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Book / Working Paper 16 Article 7
Type of publication (narrower categories)
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Working Paper 16 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article 4 Article in journal 3 Aufsatz in Zeitschrift 3
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Language
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English 23
Author
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Mignot, Sarah 19 Westerhoff, Frank H. 18 Tramontana, Fabio 8 Dieci, Roberto 6 Schmitt, Noemi 6 Westerhoff, Frank 5 Pellizzari, Paolo 3
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Published in...
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BERG Working Paper Series 8 BERG working paper series 8 Annals of Operations Research 2 Decisions in Economics and Finance 1 Decisions in economics and finance : a journal of applied mathematics 1 Jahrbücher für Nationalökonomie und Statistik 1 Open Economies Review 1 Open economies review 1
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Source
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EconStor 12 ECONIS (ZBW) 11
Showing 1 - 10 of 23
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Fake news and asset price dynamics
Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank H. - 2024
We explore the impact of fake news on asset price dynamics within the asset-pricing model of Brock and Hommes (1998). By polluting the information landscape, fake news interferes with agents' perception of the dividend process of the risky asset. Our analysis reveals that fake news decreases the...
Persistent link: https://www.econbiz.de/10014633267
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Fake news and asset price dynamics
Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank H. - In: Jahrbücher für Nationalökonomie und Statistik 244 (2024) 4, pp. 351-379
We explore the impact of fake news on asset price dynamics within the asset-pricing model of Brock and Hommes (Brock, W. A., and C. H. Hommes. 1998. "Heterogeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model." Journal of Economic Dynamics and Control 22 (8): 1235-74). By...
Persistent link: https://www.econbiz.de/10015326021
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Cover Image
Fake news and asset price dynamics
Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank H. - 2024
We explore the impact of fake news on asset price dynamics within the asset-pricing model of Brock and Hommes (1998). By polluting the information landscape, fake news interferes with agents' perception of the dividend process of the risky asset. Our analysis reveals that fake news decreases the...
Persistent link: https://www.econbiz.de/10014631654
Saved in:
Cover Image
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank - In: Annals of Operations Research 337 (2023) 3, pp. 809-834
We develop a nonlinear duopoly model in which the heuristic expectation formation and learning behavior of two boundedly rational firms may engender complex dynamics. Most importantly, we assume that the firms employ different forecasting models to predict the behavior of their opponent....
Persistent link: https://www.econbiz.de/10015193598
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Cover Image
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - 2023
We develop a nonlinear duopoly model in which the heuristic expectation formation and learning behavior of two boundedly rational firms may engender complex dynamics. Most importantly, we assume that the firms employ different forecasting models to predict the behavior of their opponent....
Persistent link: https://www.econbiz.de/10014309902
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Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model
Mignot, Sarah; Westerhoff, Frank H. - 2023
volatility, fat-tailed return distributions, serially uncorrelated returns and volatility clustering. A stability and bifurcation … analysis of its deterministic skeleton provides us with useful insights that foster our understanding of exchange rate dynamics. …
Persistent link: https://www.econbiz.de/10014420641
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Cover Image
Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model
Mignot, Sarah; Westerhoff, Frank H. - 2023
volatility, fat-tailed return distributions, serially uncorrelated returns and volatility clustering. A stability and bifurcation … analysis of its deterministic skeleton provides us with useful insights that foster our understanding of exchange rate dynamics. …
Persistent link: https://www.econbiz.de/10014384489
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Revisiting Paul de Grauwe's chaotic exchange rate model : new analytical insights and agent-based explorations
Mignot, Sarah; Westerhoff, Frank H. - In: Open economies review 34 (2023) 1, pp. 155-169
Persistent link: https://www.econbiz.de/10014276887
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Cover Image
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank H. - 2023
We develop a nonlinear duopoly model in which the heuristic expectation formation and learning behavior of two boundedly rational firms may engender complex dynamics. Most importantly, we assume that the firms employ different forecasting models to predict the behavior of their opponent....
Persistent link: https://www.econbiz.de/10014305614
Saved in:
Cover Image
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior
Mignot, Sarah; Tramontana, Fabio; Westerhoff, Frank - In: Annals of Operations Research 337 (2023) 3, pp. 809-834
We develop a nonlinear duopoly model in which the heuristic expectation formation and learning behavior of two boundedly rational firms may engender complex dynamics. Most importantly, we assume that the firms employ different forecasting models to predict the behavior of their opponent....
Persistent link: https://www.econbiz.de/10015402129
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