Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19

We model the learning process of market traders during the unprecedented COVID-19 event. We introduce a behavioural heterogeneous agents’ model with bounded rationality by including a correction mechanism through representativeness (Gennaioli et al., 2015). To inspect the market crash induced by the...

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Detalles Bibliográficos
Autores principales: Bazzana, Davide, Colturato, Michele, Savona, Roberto
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10249342/
https://www.ncbi.nlm.nih.gov/pubmed/37317679
http://dx.doi.org/10.1016/j.frl.2023.104085

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10249342/
https://www.ncbi.nlm.nih.gov/pubmed/37317679
http://dx.doi.org/10.1016/j.frl.2023.104085

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