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Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004

Persistent link: https://www.econbiz.de/10002431655

Fundamental and non-fundamental equilibria in the foreign exchange market : a behavioural finance framework

De Grauwe, Paul (contributor); Dieci, Roberto (contributor); … - 2005

We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...

Persistent link: https://www.econbiz.de/10002749785

Fundamental and non-fundamental equilibria in the foreign exchange market : a behavioural finance framework ; presented at CESifo Area Conference on Macro, Money and International Finance, February 2005

De Grauwe, Paul; Dieci, Roberto; Grimaldi, Marianna - 2005

Persistent link: https://www.econbiz.de/10002797927

Asset price dynamcis and diversification with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 251-267). 2005

Persistent link: https://www.econbiz.de/10002775676

Do heterogeneous beliefs diversify market risk?

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: The European journal of finance 17 (2011) 3/4, pp. 241-258

Persistent link: https://www.econbiz.de/10009155404

Time-varying beta: a boundedly rational equilibrium approach

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Journal of evolutionary economics : JEE 23 (2013) 3, pp. 609-639

Persistent link: https://www.econbiz.de/10009773913

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1755-1786

Persistent link: https://www.econbiz.de/10003370380

Heterogeneity, market mechanism, and asset price dynamics

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Handbook of financial markets : dynamics and evolution, (pp. 277-344). 2009

Persistent link: https://www.econbiz.de/10003820633

Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Journal of economic behavior & organization : JEBO 62 (2007) 3, pp. 408-427

Persistent link: https://www.econbiz.de/10003423966

Heterogeneity, market mechanisms, and asset price dynamics

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2008

Persistent link: https://www.econbiz.de/10003857135