Asset price and wealth dynamics in a financial market with heterogeneous agents

Author(s)
Chiarella, C
Dieci, R
Gardini, L
Keywords
Economics

Full record
Show full item record
URI
http://hdl.handle.net/20.500.12424/1501515
Online Access
http://hdl.handle.net/10453/5140
Abstract
This paper considers a discrete-time model of a financial market with one risky asset and one risk-free asset, where the asset price and wealth dynamics are determined by the interaction of two groups of agents, fundamentalists and chartists. In each per
Date
2006-01
Type
Journal Article
Identifier
oai:opus.lib.uts.edu.au:10453/5140
Journal of Economic Dynamics and Control, 2006, 30 (9-10), pp. 1755 - 1786
0165-1889
http://hdl.handle.net/10453/5140
Collections