Leverage and evolving heterogeneous beliefs in a simple agent-based financial market-Reference-Cited by-同舟云学术

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Leverage and evolving heterogeneous beliefs in a simple agent-based financial market

Published:2019-06 Issue: Volume:29 Page:272-279
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Gaffeo Edoardo

Publisher

Elsevier BV

Subject

Finance

Reference29 articles.

1. Liquidity and leverage;Adrian;J. Financ. Intermed.,2010

2. Taming the Basel leverage cycle;Aymanns;J. Financ. Stab.,2016

3. The dynamics of the leverage cycles;Aymanns;J. Econ. Dyn. Control,2015

4. A rational route to randomness;Brock;Econometrica,1997

5. Heterogeneous beliefs and routes to chaos in a simple asset pricing model;Brock;J. Econ. Dyn. Control,1998

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A wavelet approach of investing behaviors and their effects on risk exposures;Financial Innovation;2021-04-02

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