Asymmetric returns, gradual bubbles and sudden crashes
By applying the deterministic heterogenous agent model developed by Huang et al. [Financial crises and interacting heterogeneous agents. Journal of Economic Dynamics and Control 34, no. 6: 1105–22], this paper examines the phenomena of asymmetric returns, gradual bubbles and sudden crashes. It shows...
| Autores principales: | , , |
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| Otros Autores: | |
| Formato: | Journal Article |
| Lenguaje: | English |
| Publicado: |
2013
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| Acceso en línea: | https://hdl.handle.net/10356/99337 http://hdl.handle.net/10220/17562 |