Households and Market Stability

Sebastian Benthall; Christopher Carroll; Zachary David; John Liechty; Alan Lujan; Nathan Palmer; Nicholas Skar-Gislinge

Households and Market Stability

January 2024 · Sebastian Benthall, Christopher Carroll, Zachary David, John Liechty, Alan Lujan, Nathan Palmer, Nicholas Skar-Gislinge · SSRN Paper

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SSRN Working Paper

Abstract

This research used a novel framework combining macroeconomic and agent-based financial market modeling to study financial stability. Key contributions include introducing household agents into a realistic artificial stock market populated by diverse trader types.

Citation

Benthall, Sebastian, Christopher Carroll, Zachary David, John Liechty, Alan Lujan, Nathan Palmer, and Nicholas Skar-Gislinge. 2024. “Households and Market Stability.” SSRN Working Paper. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4751601.

Funding

Supported by DARPA through cooperative agreement No. HR001 12220029.