Estimating a Structural Model of Herd Behavior in Financial Markets

IMF Working Papers
doi 10.5089/9781455211692.001
Full Text
Abstract

Available in full text

Date
Authors
Publisher

International Monetary Fund (IMF)

Related search

Herd Behavior Towards the Market Index: Evidence From 21 Financial Markets

SSRN Electronic Journal
2008English

Non Random Behavior in Financial Markets

SSRN Electronic Journal
2018English

Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets

International Journal of Economics and Finance
2014English

Estimating Contract Indexation in a Financial Accelerator Model

Working paper (Federal Reserve Bank of Cleveland)
2013English

Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets

Emerging Markets Finance and Trade
EconomicsEconometricsFinance
2012English

Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation

2019English

A Non-Linear Double Stochastic Model of Return in Financial Markets

2010English

Do Investors Follow the Herd in Option Markets?

SSRN Electronic Journal
2015English

Opacity in Financial Markets

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy