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The use of agent-based financial market models to test the effectiveness of regulatory policies

Westerhoff, Frank H. - In: Jahrbücher für Nationalökonomie und Statistik 228 (2008) 2/3, pp. 195-227

Persistent link: https://www.econbiz.de/10003770557

Disclosure requirements, the release of new information and market efficiency : new insights from agent-based models

Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - 2010

We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agent-based financial market models that are able to produce realistic financial market dynamics. We discover that the average...

Persistent link: https://www.econbiz.de/10003933676

From various degrees of trade to various degrees of financial integration : what do interest rates have to say?

Bachellerie, Adeline; Héricourt, Jérôme; Mignon, Valérie - In: Aussenwirtschaft : schweizerische Zeitschrift für … 64 (2009) 4, pp. 365-402

Persistent link: https://www.econbiz.de/10003934943

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

Capital market imperfections and the theory of optimum currency areas

Agénor, Pierre-Richard; Aizenman, Joshua - In: Journal of international money and finance 30 (2011) 8, pp. 1659-1675

Persistent link: https://www.econbiz.de/10009527009

Internationalization of the RMB, capital market openness and financial reforms in China

Aizenman, Joshua - In: Pacific economic review 20 (2015) 3, pp. 444-460

Persistent link: https://www.econbiz.de/10011396577

Editorial introduction to the special issue : comovement and contagion in financial markets

Kyrtsou, Catherine; Mignon, Valérie; Tokpavi, Sessi - In: International review of financial analysis 33 (2014), pp. 3-4

Persistent link: https://www.econbiz.de/10010520095

Financial market reaction to Federal Reserve communications : does the global financial crisis make a difference?

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - In: Empirica : journal of european economics 42 (2015) 1, pp. 185-203

Persistent link: https://www.econbiz.de/10011318410

Determinants of financial stress and recovery during the great recession

Aizenman, Joshua; Pasricha, Gurnain Kaur - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 347-372

Persistent link: https://www.econbiz.de/10009689477

One-dimensional maps with two discontinuity points and three linear branches : mathematical lessons for understanding the dynamics of financial markets

Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10010340255