Asset price and wealth dynamics in a financial market with heterogeneous agents
Article Abstract:
Usage of discrete-time model to find relationship between heterogeneous agents, such as fundamentalists and chartists, and asset prices, wealth dynamics is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
Commodity & service prices, Asset & Risk Management, Asset Accounting, Models, Prices and rates, Assets (Accounting), Time-series analysis, Time series analysis, Fundamentalism, Company pricing policy, Chartism
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
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A re-evaluation of adaptive expectations in light of global nonlinear dynamic analysis
Article Abstract:
Dynamic behavior of nonlinear discrete dynamical models with adaptive expectations is analyzed. Methods adopted to determine monetary dynamics is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Behavior & Organization
Subject: Economics
ISSN: 0167-2681
Year: 2006
Forecasts, trends, outlooks, Forecasts and trends, Market trend/market analysis, Chaos theory, Chaotic systems, Adaptive control, Chaotic behaviour in systems, Monetary systems
Publication Name: Journal of Economic Behavior & Organization
Subject: Economics
ISSN: 0167-2681
Year: 2006
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The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Article Abstract:
A study on the potency of a uniform transaction tax in maintaining equilibrium in markets is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
Germany, Science & research, Research, Economic aspects, Markets (Economics), Taxation
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
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Subjects list: Italy, Analysis, Australia
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