Asset Price Dynamics in a Chartist-Fundamentalist Model with Time Delays: A Bifurcation Analysis
This paper studies the dynamic behavior of asset prices using a chartist-fundamentalist model with two speculative markets. To this effect, we employ a differential system with delays à la Dibeh (2007) to describe the price dynamics and we assume that the two markets are coupled via diffusive coupli...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Wiley
2016-01-01
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| Schriftenreihe: | Discrete Dynamics in Nature and Society |
| Online-Zugang: | http://dx.doi.org/10.1155/2016/4907468 |
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