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On the bimodality of the distribution of the S&P 500's distortion : empirical evidence and theoretical explanations
Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic dynamics & control 80 (2017), pp. 34-53
Persistent link: https://www.econbiz.de/10011817623
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Inflation expectations and macroeconomic dynamics : the case of rational versus extrapolative expectations
Lines, Marji; Westerhoff, Frank H. - In: Journal of economic dynamics & control 34 (2010) 2, pp. 246-257
Persistent link: https://www.econbiz.de/10003947669
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Heterogeneous speculators, endogenous fluctuations and interacting markets : a model of stock prices and exchange rates
Dieci, Roberto; Westerhoff, Frank H. - In: Journal of economic dynamics & control 34 (2010) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10003966528
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Heterogeneous speculators and asset price dynamics : further results from a one-dimensional discontinuous piecewise-linear map
Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank H. - In: Computational economics 38 (2011) 3, pp. 329-347
Persistent link: https://www.econbiz.de/10009357303
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The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
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Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic dynamics & control 45 (2014), pp. 262-288
Persistent link: https://www.econbiz.de/10010474426
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Positive welfare effects of trade barriers in a dynamic partial equilibrium model
Tuinstra, Jan; Wegener, Michael; Westerhoff, Frank H. - In: Journal of economic dynamics & control 48 (2014), pp. 246-264
Persistent link: https://www.econbiz.de/10010486659
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Estimation of a structural stochastic volatility model of asset pricing
Franke, Reiner; Westerhoff, Frank H. - In: Computational economics 38 (2011) 1, pp. 53-83
Persistent link: https://www.econbiz.de/10009237000
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The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Westerhoff, Frank H.; Dieci, Roberto - In: Journal of economic dynamics & control 30 (2006) 2, pp. 293-322
Persistent link: https://www.econbiz.de/10003269296
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Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner; Westerhoff, Frank H. - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1193-1211
Persistent link: https://www.econbiz.de/10009655726