OpenAlex
Liquidity Based Modeling of Asset Price Bubbles via Random Matching
Work
Year: 2023
Type: article
Abstract: .In this paper we study the evolution of asset price bubbles driven by contagion effects spreading among investors via a random matching mechanism in a discrete-time version of the liquidity based mod... more
Source: SIAM Journal on Financial Mathematics
Authors Francesca Biagini, Andrea Mazzon, Thilo Meyer‐Brandis, Katharina Oberpriller
Institutions Ludwig-Maximilians-Universität München, University of Verona
Cites: 38
Cited by: 3
Related to: 10
FWCI: 1.093
Citation percentile (by year/subfield): 86.03
Topic: Complex Systems and Time Series Analysis
Subfield: Economics and Econometrics
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: green
Funder Deutsche Forschungsgemeinschaft
Grant ID SCHM 2160/15-1