An agent-based early warning indicator for financial market instability-Reference-Cited by-同舟云学术

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An agent-based early warning indicator for financial market instability

Published:2019-11-21 Issue:1 Volume:15 Page:49-87
ISSN:1860-711X
Container-title:Journal of Economic Interaction and Coordination
language:en
Short-container-title:J Econ Interact Coord

Author:

Vidal-Tomás David,Alfarano Simone

Funder

Ministerio de Educación, Cultura y Deporte

Universitat Jaume I

Generalitat Valenciana

Ministerio de Ciencia y Tecnología

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Business and International Management

Link

http://link.springer.com/content/pdf/10.1007/s11403-019-00272-3.pdf

Reference69 articles.

1. Adrian T, Shin HS (2009) Money, liquidity, and monetary policy. Am Econ Rev 99(2):600–605

2. Aggarwal R, Klapper L, Wysocki PD (2005) Portfolio preferences of foreign institutional investors. J Bank Finance 29(12):2919–2946

3. Alfarano S (2006) An agent-based stochastic volatility model. Ph.D. thesis, Christian-Albrechts Universität Kiel

4. Alfarano S, Milaković M (2009) Network structure and n-dependence in agent-based herding models. J Econ Dyn Control 33(1):78–92

5. Alfarano S, Lux T, Wagner F (2005) Estimation of agent-based models: the case of an asymmetric herding model. Comput Econ 26(1):19–49

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