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Volumn 7, Issue 1, 1996, Pages 99-118

Endogenous regime switching in speculative markets

Author keywords

Financial instability; Nonlinear dynamics; Speculation

Indexed keywords


EID: 0001888092     PISSN: 0954349X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0954-349X(95)00040-T     Document Type: Article
Times cited : (43)

References (18)
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  • 3
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    • Bubbles, rational expectations, and financial markets
    • P. Wachtel, ed., (Lexington Books, Lexington, MA)
    • Blanchard, O.J. and M.W. Watson, 1982, Bubbles, rational expectations, and financial markets, in: P. Wachtel, ed., Crises in the economic and financial structure (Lexington Books, Lexington, MA).
    • (1982) Crises in the Economic and Financial Structure
    • Blanchard, O.J.1    Watson, M.W.2
  • 4
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    • The dynamics of speculative behavior
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    • Chiarella, C.1
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    • Positive feedback investment strategies and destabilizing rational speculation
    • De Long, J.B., A. Shleifer, L. Summers and R. Waldman, 1990b, Positive feedback investment strategies and destabilizing rational speculation, Journal of Finance 45, 379-395.
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    • De Long, J.B.1    Shleifer, A.2    Summers, L.3    Waldman, R.4
  • 10
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    • Expectation calculation and macroeconomic dynamics
    • Evans, G.W. and G. Ramey, 1992, Expectation calculation and macroeconomic dynamics, American Economic Review 82, 207-224.
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    • Evans, G.W.1    Ramey, G.2
  • 11
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    • Perspectives on October 1987, or, What did we learn from the crash?
    • R.W. Kamphuis, R.C. Kormendi, and J.W.H. Watson, eds., (Dow Jones-Irwin, Homewood, IL)
    • Fama, E.F., 1989, Perspectives on October 1987, or, What did we learn from the crash?, in: R.W. Kamphuis, R.C. Kormendi, and J.W.H. Watson, eds., Black Monday and the future of financial markets (Dow Jones-Irwin, Homewood, IL).
    • (1989) Black Monday and the Future of Financial Markets
    • Fama, E.F.1
  • 12
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    • Bubbles, runs, and gold monetization
    • P. Wachtel, ed., (Lexington Books, Lexington, MA)
    • Flood, R.P. and P.M. Garber, 1982, Bubbles, runs, and gold monetization, in: P. Wachtel, ed., Crises in the economic and financial structure (Lexington Books, Lexington, MA).
    • (1982) Crises in the Economic and Financial Structure
    • Flood, R.P.1    Garber, P.M.2
  • 14
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    • The case for flexible exchange rates
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    • Friedman, M., 1953, The case for flexible exchange rates, in: Essays in positive economics (University of Chicago Press, Chicago, IL).
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    • Friedman, M.1
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  • 18
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    • On the unstable behavior of stock exchanges
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    • Zeeman, E.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.