• Comparing Behavioural Heterogeneity Across Asset Classes 

      Hommes, Cars H.; Zwinkels, Remco C.J.; ter Ellen, Saskia (Working Papers;12/2017, Working paper, 2017)
      We estimate a generic agent-based model in which agents have heterogeneous beliefs about the future price to see to what extent behaviour differs across assets, and what this implies for market stability. We find evidence ...