New Advances in Financial Economics: Heterogeneity and Simulation
Guest Editors: Silvano Cincotti, Laura Gardini and Thomas Lux
1-2
New Advances in Financial Economics: Heterogeneity and Simulation
Silvano Cincotti, Laura Gardini and Thomas Lux
3-20
Asset Price Dynamics When Behavioural Heterogeneity Varies
Domenico Colucci and Vincenzo Valori
21-36
Complex Price Dynamics in a Financial Market with Imitation
Ilaria Foroni and Anna Agliari
37-53
Modeling and Simulation of an Artificial Stock Option Market
Sabrina Ecca, Michele Marchesi and Alessio Setzu
55-72
A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence
Carl Chiarella, Roberto Dieci, Laura Gardini and Lucia Sbragia
73-98
Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms
Eric Guerci, Stefano Ivaldi and Silvano Cincotti
99-119
The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach
Erika Corona, Sabrina Ecca, Michele Marchesi and Alessio Setzu
121-146
A Statistical Mechanic View of Macro-dynamics in Economics
Simone Landini and Mariacristina Uberti
147-162
Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design
Marco Raberto, Andrea Teglio and Silvano Cincotti
163-181
Asset Pricing and Productivity Growth: The Role of Consumption Scenarios
Volker Böhm, Tomoo Kikuchi and George Vachadze
183-198
Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions
Simone Casellina and Mariacristina Uberti
199-219
An R&D Investment Game under Uncertainty in Real Option Analysis
Giovanni Villani
221-244
Open AccessE&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics
Cees Diks, Cars Hommes, Valentyn Panchenko and Roy van der Weide