Narrow search
Showing 1 - 8 of 8
Cover Image
Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - 2010
This agent-based financial market model is a generalization of the model of Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as introduced by Demary (Who Does a Currency...
Persistent link: https://www.econbiz.de/10003935223
Cover Image
Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - 2009
This heterogeneous interacting agents model of a financial market is a generalization of the model proposed by Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as...
Persistent link: https://www.econbiz.de/10010299487
Cover Image
Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-8, pp. 1-44
This agent-based financial market model is a generalization of the model of Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as introduced by Demary (Who Does a Currency...
Persistent link: https://www.econbiz.de/10010299955
Cover Image
Inflationsschutz von Immobilien: Direktanlagen und Aktien im Vergleich
Demary, Markus; Voigtländer, Michael - In: IW-Trends - Vierteljahresschrift zur empirischen … 36 (2009) 1, pp. 37-50
Immobilienaktien können Anleger nicht vor der allgemeinen Geldentwertung schützen. Ebenso wie andere Aktien bieten sie keinen effektiven Schutz vor Inflation. Stattdessen zeigen Regressionsanalysen negative Korrelationen an. Ein steigendes Preisniveau wirkt sich somit negativ auf die Renditen...
Persistent link: https://www.econbiz.de/10011633232
Cover Image
Who does a currency transaction tax harm more : short-term speculators or long-term investors?
Demary, Markus - In: Jahrbücher für Nationalökonomie und Statistik 228 (2008) 2/3, pp. 228-250
Persistent link: https://www.econbiz.de/10003770561
Cover Image
Inflationsschutz von Immobilien : Direktanlagen und Aktien im Vergleich
Demary, Markus; Voigtländer, Michael - In: IW-Trends : Vierteljahresschrift zur empirischen … 36 (2009) 1, pp. 37-50
Immobilienaktien können Anleger nicht vor der allgemeinen Geldentwertung schützen. Ebenso wie andere Aktien bieten sie keinen effektiven Schutz vor Inflation. Stattdessen zeigen Regressionsanalysen negative Korrelationen an. Ein steigendes Preisniveau wirkt sich somit negativ auf die Renditen...
Persistent link: https://www.econbiz.de/10003832868
Cover Image
Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - 2009
This heterogeneous interacting agents model of a financial market is a generalization of the model proposed by Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as...
Persistent link: https://www.econbiz.de/10003905064
Cover Image
Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
This dissertation contains applications of agent-based financial market models and nonlinear econometric methods in financial economics. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial market models with traders with heterogeneous...
Persistent link: https://www.econbiz.de/10008664302