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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2023
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| Materias: | |
| 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 |