References

This folder holds the following references to publications, sorted by year and author.

There are 25 references in this bibliography folder.

[1]

Brock, WA and Wagener, FO (2009).
More Hedging Instruments May Destabilize Markets
Journal of Economic Dynamics and Control, 33(1):1912-1928.

Caccioli, F, Marsili, M, and Vivo, P (2009).
Eroding Market Stability by Proliferation of Financial Instruments
European Physical Journal B, 71(4):467-479.

Marsili, M (2009).
Complexity and Financial Stability in a Large Random Economy
International Centre Theoretical Physics, Italy, Working Paper, Italy.

Turnbull, SM and Jarrow, RA (2008).
The Subprime Credit Crisis of 07
Samuel Curtis Johnson Graduate School of Management, Working Paper, Samuel Curtis Johnson Graduate School of Management, Cornell University.

Goldbaum, D (2006).
Self-Organization and the Persistence of Noise in Financial Markets
Journal of Economic Dynamics and Control, 30(9-10):1837-1855.

Hommes, CH (2006).
Heterogeneous Agent Models in Economics and Finance
In: Handbook of Computational Economics 2: Agent–Based Computational Economics, Elsevier, Amsterdam.

Mishkin, F and Herbertsson, T (2006).
Financial Stability in Iceland
Iceland Chamber of Commerce, Iceland Chamber of Commerce report, Reykjavíc.

Merton, RC and Bodie, Z (2005).
Design of Financial Systems: Towards a Synthesis of Function and Structure
Journal of Investment Management, 3(1):1-23.

Berg, J, Marsili, M, Rustichini, A, and Zecchina, R (2001).
Statistical Mechanics of Asset Markets with Private Information
Quantitative Finance, 1(2):203-211.

Lux, T and Marchesi, M (1999).
Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market
Nature, 387:498-500.

Cass, D and Citanna, A (1998).
Pareto Improving Financial Innovation in Incomplete Markets
Economic Theory, 11(3):467-494.

Pliska, SR (1997).
Introduction to Mathematical Finance: Discrete Time Models
Blackwell, Oxford.

Haq, MU and Grunberg, I (1996).
The Tobin Tax: Coping with Financial Volatility
Oxford University Press, Oxford.

Mishkin, FS (1996).
Understanding Financial Crises: A Developing Country Perspective
National Bureau of Economic Research, Working Paper(5600), Cambridge, MA.

Malkiel, B (1992).
Efficient Market Hypothesis
In: New Palgrave Dictionary of Money and Finance, MacMillan, London.

Minsky, HP (1992).
The Financial Instability Hypothesis
The Jerome Levy Economics Institute, Working Paper(74), Levy Economics Institute, New York.

Grossman, SJ and Stiglitz, JE (1980).
On the Impossibility of Informationally Efficient Markets
American Economic Review, 70(3):393-408.

Hellwig, MF (1980).
On the Aggregation of Information in Competitive Markets
Journal of Economic Theory, 22(3):477-498.

Shapley, L and Shubik, M (1977).
Trade Using One Commodity as a Means of Payment
Journal of Political Economy, 85(5):937-968.

Hart, O (1975).
On the Optimality of Equilibrium When the Market Structure is Incomplete
Journal of Economic Theory, 11(3):418-443.

Fama, EF (1970).
Efficient Capital Markets: A Review of Theory and Empirical Work
Journal of Finance, 25(2):383-417.

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