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Estimating heterogeneous agents behavior in a two-market financial system. (2015). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong.
In: FinMaP-Working Papers.
RePEc:zbw:fmpwps:48.

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  1. Crises Beyond Belief: Findings on Contagion, the Role of Beliefs, and the Eurozone Debt Crisis from a Borrower–Lender Game. (2020). Welburn, Jonathan W.
    In: Computational Economics.
    RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09926-7.

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  2. Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

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References

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Cocites

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  3. Estimation of ergodic agent-based models by simulated minimum distance. (2015). Richiardi, Matteo ; Grazzini, Jakob.
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  4. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2014). Hommes, Cars.
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  5. Identifying booms and busts in house prices under heterogeneous expectations. (2014). van der Leij, Marco ; Hommes, Cars ; Diks, Cees ; Demertzis, Maria ; Bolt, Wilko.
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  7. Strategy switching in the Japanese stock market. (2013). Hirata, Hideaki ; Yamamoto, Ryuichi.
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  8. Indirect estimation of agent-based models.An application to a simple diffusion model.. (2012). Richiardi, Matteo ; Grazzini, Jakob ; Sella, Lisa.
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  9. Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana.
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  10. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds. (2012). Kim, Hyeongwoo ; Beard, Thomas ; Anderson, Seth ; Stern, Liliana .
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  11. Interactions between the real economy and the stock market. (2011). Westerhoff, Frank.
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  12. Estimating Micromotives from Macrobehavior. (2011). Grazzini, Jakob ; Jakob, Grazzini .
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