Speculative dynamics in a time-delay model of asset prices
In this paper, a time-delay model of speculative asset markets is developed to investigate the effect of time delays on the dynamics of asset prices. The basic model investigates the effect of time delays in the chartists expectations function on the deviation of asset prices from their fundamental...
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| Format: | article |
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2005
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| Online Access: | http://hdl.handle.net/10725/3823 http://dx.doi.org/10.1016/j.physa.2005.02.084 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.sciencedirect.com/science/article/pii/S0378437105002931 |
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