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A Short Note on the Problematic Concept of Excess Demand in Asset Pricing Models with Mean-Variance Optimization
Franke, Reiner
-
Financial Econometrics Research Centre, Warwick …
-
2008
Persistent link: https://www.econbiz.de/10004981076
Saved in:
2
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets
Franke, Reiner
;
Alfarano, Simone
-
Financial Econometrics Research Centre, Warwick …
-
2007
Persistent link: https://www.econbiz.de/10004981081
Saved in:
3
Estimation of a Microfounded Herding Model On German Survey Expectations
Franke, Reiner
-
Financial Econometrics Research Centre, Warwick …
-
2007
Persistent link: https://www.econbiz.de/10004981106
Saved in:
4
Stable, unstable, and cyclical behaviour in a Keynes-Wicksell monetary growth model
Franke, Reiner
-
1990
Persistent link: https://www.econbiz.de/10000135640
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5
Three wage-price macro models and their calibration
Franke, Reiner
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 49-91)
.
2006
Persistent link: https://www.econbiz.de/10003324032
Saved in:
6
Advanced Keynes-Metzler-Goodwin Macro modeling : a calibration study
Franke, Reiner
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 285-330)
.
2006
Persistent link: https://www.econbiz.de/10003324047
Saved in:
7
Keynesian dynamics without the LM curve : implications of underlying open market operations
Franke, Reiner
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 451-481)
.
2006
Persistent link: https://www.econbiz.de/10003324067
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8
A microfounded herding model and its estimation on German survey expectations
Franke, Reiner
- In:
Intervention : european journal of economics and …
5
(
2008
)
2
,
pp. 301-328
Persistent link: https://www.econbiz.de/10003796592
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9
Applying the method of simulated moments to estimate a small agent-based asset pricing model
Franke, Reiner
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 804-815
Persistent link: https://www.econbiz.de/10003900410
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10
A short note on the problematic concept of excess demand in asset pricing models with mean-variance optimization
Franke, Reiner
-
2008
Persistent link: https://www.econbiz.de/10008856296
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