Endogenous Fundamental and Stock Cycles
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DOI: 10.1007/s10614-016-9631-y
Abstract: A heterogeneous agent model of a financial market with endogenous fundamental value is built to study the recurrence of stock cycles. In a hypothetical economy, a firm produces consumption goods and issues a risk-free corporate… read more here.
Keywords: production; endogenous fundamental; financial market; stock cycles ... See more keywords