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

Chiarella, C; Dieci, R; Gardini, L

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

Chiarella, C Dieci, R Gardini, L

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Publisher:: Elsevier Science Bv
Publication Type:: Journal Article
Citation:: Journal of Economic Dynamics and Control, 2006, 30 (9-10), pp. 1755 - 1786
Issue Date:: 2006-01

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Field	Value	Language
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Dieci, R	en_US
dc.contributor.author	Gardini, L	en_US
dc.date.issued	2006-01	en_US
dc.identifier.citation	Journal of Economic Dynamics and Control, 2006, 30 (9-10), pp. 1755 - 1786	en_US
dc.identifier.issn	0165-1889	en_US
dc.identifier.uri	http://hdl.handle.net/10453/5140
dc.description.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	en_US
dc.publisher	Elsevier Science Bv	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP0450526
dc.relation.ispartof	Journal of Economic Dynamics and Control	en_US
dc.relation.isbasedon	10.1016/j.jedc.2005.10.011	en_US
dc.subject.classification	Economics	en_US
dc.title	Asset price and wealth dynamics in a financial market with heterogeneous agents	en_US
dc.type	Journal Article
utslib.citation.volume	9-10	en_US
utslib.citation.volume	30	en_US
utslib.for	1402 Applied Economics	en_US
utslib.for	1401 Economic Theory	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.issue	9-10	en_US
pubs.volume	30	en_US

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

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/5140