Search Results - subject:"sentiment dynamics"

Three-state sentiment dynamics

Penner, Veronika - 2020

Persistent link: https://www.econbiz.de/10012174106

Seeing what can(not) be seen : confirmation bias, employment dynamics and climate change

Cafferata, Alessia; Dávila-Fernández, Marwil J.; … - 2020

Persistent link: https://www.econbiz.de/10012493138

Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

Flaschel, Peter; Charpe, Matthieu; Galanis, Giorgos; … - 2017

economy from moving towards an explosive path. On the other hand, however, real-financial interactions and sentiment dynamics …

Persistent link: https://www.econbiz.de/10011984254

Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

Flaschel, Peter; Charpe, Matthieu; Galanis, Giorgos; … - 2017

sentiment dynamics do amplify exogenous shocks and tend to generate persistent fluctuations and the associated welfare losses …

Persistent link: https://www.econbiz.de/10011661317

Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

Flaschel, Peter; Charpe, Mattieu; Galanis, Giorgos; … - 2017

sentiment dynamics do amplify exogenous shocks and tend to generate persistent fluctuations and the associated welfare losses …

Persistent link: https://www.econbiz.de/10011927988

Investor sentiment dynamics, the cross-section of stock returns and the MAX effect

Cheema, Muhammad A.; Nartea, Gilbert V. - 2017

Persistent link: https://www.econbiz.de/10011886525

Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

Flaschel, Peter; Charpe, Matthieu; Galanis, Giorgos; … - 2017

economy from moving towards an explosive path. On the other hand, however, real-financial interactions and sentiment dynamics …

Persistent link: https://www.econbiz.de/10011736031

Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

Flaschel, Peter; Charpe, Matthieu; Galanis, Giorgos; … - 2017

sentiment dynamics do amplify exogenous shocks and tend to generate persistent fluctuations and the associated welfare losses …

Persistent link: https://www.econbiz.de/10011657761

Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics

Flaschel, Peter; Charpe, Mattieu; Galanis, Giorgos; … - 2017

sentiment dynamics do amplify exogenous shocks and tend to generate persistent fluctuations and the associated welfare losses …

Persistent link: https://www.econbiz.de/10011671937

Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility

Ghonghadze, Jaba; Lux, Thomas - 2015

We explore the issue of estimating a simple agent-based model of price formation in an asset market using the approach of Alfarano et al. (2008) as an example. Since we are able to derive various moment conditions for this model, we can apply generalized method of moments (GMM) estimation. We...

Persistent link: https://www.econbiz.de/10010501802