Explaining Equity Excess Return by Means of an Agent-Based Financial Market
In: Artificial Economics
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DOI: 10.1007/978-3-642-02956-1_12
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Citations
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Cited by:
- Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010.
"Credit money and macroeconomic instability in the agent-based model and simulator Eurace,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-32.
- Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010. "Credit money and macroeconomic instability in the agent-based model and simulator Eurace," Economics Discussion Papers 2010-4, Kiel Institute for the World Economy (IfW Kiel).
- Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2012.
"Debt, deleveraging and business cycles: An agent-based perspective,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-49.
- Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011. "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers 2011-31, Kiel Institute for the World Economy (IfW Kiel).
- Andrea Mazzocchetti & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2018.
"Securitization and business cycle: an agent-based perspective,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1091-1121.
- Mazzocchetti, Andrea & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2017. "Securitisation and Business Cycle: An Agent-Based Perspective," MPRA Paper 76760, University Library of Munich, Germany.
- Teglio, Andrea & Mazzocchetti, Andrea & Ponta, Linda & Raberto, Marco & Cincotti, Silvano, 2019.
"Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 59-83.
- Andrea Teglio & Andrea Mazzocchetti & Linda Ponta & Marco Raberto & Silvano Cincotti, 2015. "Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model," Working Papers 2015/07, Economics Department, Universitat Jaume I, Castellón (Spain).
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Keywords
Central Bank; Asset Price; Commercial Bank; Evaluation Period; Prospect Theory;All these keywords.
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