Similar Search Results

Financial markets in development, and the development of financial markets

Greenwood, Jeremy - In: Journal of economic dynamics & control 21 (1997) 1, pp. 145-181

Persistent link: https://www.econbiz.de/10001334921

The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods

Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13

Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....

Persistent link: https://www.econbiz.de/10012039605

Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects

Hommes, Cars H.; Vroegop, Joris - In: Journal of economic dynamics & control 100 (2019), pp. 314-333

Persistent link: https://www.econbiz.de/10012130975

How tournament incentives affect asset markets : a comparison between winner-take-all tournaments and elimination contests

Fang, Dawei; Holmen, Martin; Kleinlercher, Daniel; … - In: Journal of economic dynamics & control 75 (2017), pp. 1-27

Persistent link: https://www.econbiz.de/10011817132

Excess covariance and dynamic instability in a multi-asset model

Anufriev, Mikhail; Bottazzi, Giulio; Marsili, Matteo; … - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1142-1161

Persistent link: https://www.econbiz.de/10009634273

The distribution of information and the price efficiency of markets

Corgnet, Brice; DeSantis, Mark; Porter, David P. - In: Journal of economic dynamics & control 110 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012501298

Who inflates the bubble? : forecasters and traders in experimental asset markets

Giamattei, Marcus; Huber, Jürgen; Lambsdorff, Johann; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012501308

Drift and volatility estimation in discrete time

Elliott, Robert J. - In: Journal of economic dynamics & control 22 (1998) 2, pp. 209-218

Persistent link: https://www.econbiz.de/10001232395

What does financial volatility tell us about macroeconomic fluctuations?

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360

Persistent link: https://www.econbiz.de/10011474221

Price dynamics, financial fragility and aggregate volatility

Mandel, Antoine; Landini, Simone; Gallegati, Mauro; … - In: Journal of economic dynamics & control 51 (2015), pp. 257-277

Persistent link: https://www.econbiz.de/10011474403