On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets
Year of publication: |
2011
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Authors: | Dieci, Roberto ; Westerhoff, Frank |
Publisher: |
Bamberg : Bamberg University, Bamberg Economic Research Group on Government and Growth (BERG) |
Subject: | Stock prices | exchange rates | market stability | technical and fundamental analysis | nonlinear market interactions | endogenous dynamics |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-931052-89-8 |
Other identifiers: | 658138065 [GVK] hdl:10419/45551 [Handle] RePEc:zbw:bamber:79 [RePEc] |
Classification: | C63 - Computational Techniques ; F31 - Foreign Exchange ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Dieci, Roberto, (2011)
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FINANCIAL MARKET SIMULATION BASED ON INTELLIGENT AGENTS – CASE STUDY
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