Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects
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DOI: 10.1016/j.jedc.2018.10.005
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- Yi, Zhen & Zhu, Chao & Zhang, Yuwei, 2024. "Why risk attitude differs between macro and micro level? A decoherence perspective," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 978-997.
- Emanuele Citera & Lino Sau, 2021. "Reflexivity, Financial Instability and Monetary Policy: A ‘Convention-Based’ Approach," Review of Political Economy, Taylor & Francis Journals, vol. 33(2), pages 327-343, April.
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Keywords
Heterogeneous beliefs; Market interaction; Bias; Contagion; Bubbles; Nonlinear dynamics; Complex adaptive systems; Numerical simulation;All these keywords.
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