The Visible Hand
Author
Abstract
Suggested Citation
DOI: 10.1515/ael-2018-0012
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012.
"Getting at Systemic Risk via an Agent-Based Model of the Housing Market,"
American Economic Review, American Economic Association, vol. 102(3), pages 53-58, May.
- John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang, 2012. "Getting at Systemic Risk via an Agent-Based Model of the Housing Market," Cowles Foundation Discussion Papers 1852, Cowles Foundation for Research in Economics, Yale University.
- Richard Bookstaber & Mark Paddrik & Brian Tivnan, 2018.
"An agent-based model for financial vulnerability,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 433-466, July.
- Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014. "An Agent-based Model for Financial Vulnerability," Working Papers 14-05, Office of Financial Research, US Department of the Treasury, revised Sep 2014.
- Robert C. Merton, 2005.
"Theory of rational option pricing,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288,
World Scientific Publishing Co. Pte. Ltd..
- Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring.
- Walker, Donald A, 1987. "Walras's Theories of Tatonnement," Journal of Political Economy, University of Chicago Press, vol. 95(4), pages 758-774, August.
- K. J. Arrow, 1964. "The Role of Securities in the Optimal Allocation of Risk-bearing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 31(2), pages 91-96.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Timothy Johnson, 2015. "Reciprocity as a Foundation of Financial Economics," Journal of Business Ethics, Springer, vol. 131(1), pages 43-67, September.
- Ait-Sahalia, Yacine & Lo, Andrew W., 2000.
"Nonparametric risk management and implied risk aversion,"
Journal of Econometrics, Elsevier, vol. 94(1-2), pages 9-51.
- Yacine Ait-Sahalia & Andrew W. Lo, 2000. "Nonparametric Risk Management and Implied Risk Aversion," NBER Working Papers 6130, National Bureau of Economic Research, Inc.
- Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2017. "Research in finance: A review of influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 188-199.
- Mandel, Antoine & Landini, Simone & Gallegati, Mauro & Gintis, Herbert, 2015.
"Price dynamics, financial fragility and aggregate volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 257-277.
- Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Post-Print halshs-00917892, HAL.
- Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2015. "Price dynamics, financial fragility and aggregate volatility," Post-Print halshs-01152302, HAL.
- Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917892, HAL.
- Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2015. "Price dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01152302, HAL.
- Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price dynamics, financial fragility and aggregate volatility," Documents de travail du Centre d'Economie de la Sorbonne 13076, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2015. "Price dynamics, financial fragility and aggregate volatility," PSE-Ecole d'économie de Paris (Postprint) halshs-01152302, HAL.
- Bolton, Patrick & Li, Ye & Wang, Neng & Yang, Jinqiang, 2020.
"Dynamic Banking and the Value of Deposits,"
Working Paper Series
2020-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 28298, National Bureau of Economic Research, Inc.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 26802, National Bureau of Economic Research, Inc.
- Jakub W. Jurek & Erik Stafford, 2011.
"The Cost of Capital for Alternative Investments,"
Harvard Business School Working Papers
12-013, Harvard Business School.
- Jakub W. Jurek & Erik Stafford, 2013. "The Cost of Capital for Alternative Investments," NBER Working Papers 19643, National Bureau of Economic Research, Inc.
- Zheyao Pan, 2018. "A state‐price volatility index for the U.S. government bond market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 573-597, November.
- Timothy C. Johnson, 2013. "Reciprocity as the foundation of Financial Economics," Papers 1310.2798, arXiv.org.
- Merton, Robert C., 1993.
"On the microeconomic theory of investment under uncertainty,"
Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 13, pages 601-669,
Elsevier.
- Merton, Robert C., 1977. "On the microeconomic theory of investment under uncertainty," Working papers 958-77., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
- Timothy C. Johnson, 2012. "Ethics and Finance: the role of mathematics," Papers 1210.5390, arXiv.org.
- Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
- Kerry Back & Stanley R. Pliska, 1986. "Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints," Discussion Papers 700, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
- Munk, Claus, 2015. "Financial Asset Pricing Theory," OUP Catalogue, Oxford University Press, number 9780198716457.
- repec:hal:pseose:halshs-01152302 is not listed on IDEAS
- Li, Yong & Zhang, Mingzhi & Zhang, Yonghui, 2022. "Sequential Bayesian bandwidth selection for multivariate kernel regression with applications," Economic Modelling, Elsevier, vol. 112(C).
- Kau, James B. & Keenan, Donald C., 1999. "Patterns of rational default," Regional Science and Urban Economics, Elsevier, vol. 29(6), pages 765-785, November.
- Gady Jacoby & Chuan Liao & Jonathan A. Batten, 2007. "A Pure Test for the Elasticity of Yield Spreads," The Institute for International Integration Studies Discussion Paper Series iiisdp195, IIIS.
- Carol Alexandra & Leonardo M. Nogueira, 2005. "Optimal Hedging and Scale Inavriance: A Taxonomy of Option Pricing Models," ICMA Centre Discussion Papers in Finance icma-dp2005-10, Henley Business School, University of Reading, revised Nov 2005.
- Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2017.
"Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 117-140.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model," Documents de Travail de l'OFCE 2015-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model," LEM Papers Series 2015/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," SciencePo Working papers Main hal-03459508, HAL.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:aelcon:v:9:y:2019:i:3:p:5:n:2. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.