Cars Hommes
Tittel
Sitert av
Sitert av
År
A rational route to randomness
WA Brock, CH Hommes
Econometrica: Journal of the Econometric Society, 1059-1095, 1997
20811997
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
WA Brock, CH Hommes
Journal of Economic dynamics and Control 22 (8-9), 1235-1274, 1998
19411998
Heterogeneous agent models in economics and finance
CH Hommes
Handbook of computational economics 2, 1109-1186, 2006
1425*2006
Behavioral heterogeneity in stock prices
HP Boswijk, CH Hommes, S Manzan
Journal of Economic dynamics and control 31 (6), 1938-1970, 2007
5452007
The heterogeneous expectations hypothesis: Some evidence from the lab
C Hommes
Journal of Economic dynamics and control 35 (1), 1-24, 2011
4422011
Coordination of expectations in asset pricing experiments
C Hommes, J Sonnemans, J Tuinstra, H Van de Velden
The Review of Financial Studies 18 (3), 955-980, 2005
4392005
Financial markets as nonlinear adaptive evolutionary systems
CH Hommes
Quantitative Finance 1 (1), 149, 2001
4232001
Complexity theory and financial regulation
S Battiston, JD Farmer, A Flache, D Garlaschelli, AG Haldane, ...
Science 351 (6275), 818-819, 2016
4062016
Behavioral rationality and heterogeneous expectations in complex economic systems
C Hommes
Cambridge University Press, 2013
3802013
Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation
P Heemeijer, C Hommes, J Sonnemans, J Tuinstra
Journal of Economic dynamics and control 33 (5), 1052-1072, 2009
2772009
Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand
CH Hommes
Journal of Economic Behavior & Organization 24 (3), 315-335, 1994
2411994
Evolutionary dynamics in markets with many trader types
WA Brock, CH Hommes, FOO Wagener
Journal of Mathematical Economics 41 (1-2), 7-42, 2005
220*2005
Consistent expectations equilibria
C Hommes, G Sorger
Macroeconomic Dynamics 2 (3), 287-321, 1998
2201998
Evolutionary selection of individual expectations and aggregate outcomes in asset pricing experiments
M Anufriev, C Hommes
American Economic Journal: Microeconomics 4 (4), 35-64, 2012
203*2012
A nonlinear structural model for volatility clustering
A Gaunersdorfer, C Hommes
Long memory in economics, 265-288, 2007
2032007
More hedging instruments may destabilize markets
WA Brock, CH Hommes, FOO Wagener
Journal of Economic Dynamics and Control 33 (11), 1912-1928, 2009
2022009
Complex evolutionary systems in behavioral finance
C Hommes, F Wagener
Handbook of financial markets: Dynamics and evolution, 217-276, 2009
2012009
Expectations and bubbles in asset pricing experiments
C Hommes, J Sonnemans, J Tuinstra, H Van de Velden
Journal of Economic Behavior & Organization 67 (1), 116-133, 2008
194*2008
Managing self-organization of expectations through monetary policy: A macro experiment
T Assenza, P Heemeijer, CH Hommes, D Massaro
Journal of Monetary Economics, 2019
188*2019
A dynamic analysis of moving average rules
C Chiarella, XZ He, C Hommes
Journal of Economic Dynamics and Control 30 (9-10), 1729-1753, 2006
1822006
Systemet kan ikke utføre handlingen. Prøv igjen senere.
Artikler 1–20