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

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dc.contributor.author Chiarella, Carl en_US
dc.contributor.author Dieci, Roberto en_US
dc.contributor.author Gardini, Laura en_US
dc.date.accessioned 2009-12-21T02:36:49Z
dc.date.available 2009-12-21T02:36:49Z
dc.date.issued 2006 en_US
dc.identifier 2006004114 en_US
dc.identifier.citation Chiarella Carl, Dieci Roberto, and Gardini Laura 2006, 'Asset price and wealth dynamics in a financial market with heterogeneous agents', Elsevier Science Bv, vol. 30, no. 9-10, pp. 1755-1786. en_US
dc.identifier.issn 0165-1889 en_US
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5140
dc.description.abstract This paper considers a discrete-time model of a financial market with one risky asset and one risk-free asset, where the asset price and wealth dynamics are determined by the interaction of two groups of agents, fundamentalists and chartists. In each per en_US
dc.publisher Elsevier Science Bv en_US
dc.relation.isbasedon http://dx.doi.org/10.1016/j.jedc.2005.10.011 en_US
dc.title Asset price and wealth dynamics in a financial market with heterogeneous agents en_US
dc.parent Journal of Economic Dynamics and Control en_US
dc.journal.volume 30 en_US
dc.journal.number 9-10 en_US
dc.publocation Amsterdam, The Netherlands en_US
dc.identifier.startpage 1755 en_US
dc.identifier.endpage 1786 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140200 en_US
dc.personcode 716350 en_US
dc.personcode 0000017793 en_US
dc.personcode 0000017794 en_US
dc.percentage 100 en_US
dc.classification.name Applied Economics en_US
dc.classification.type FOR-08 en_US
dc.description.keywords heterogeneous agents; financial market dynamics; wealth dynamics; coexisting attractors en_US


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