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Some evidence of speculative bubbles in the foreign exchange markets
Woo, Wing Thye - In: Journal of money, credit and banking : JMCB 19 (1987) 4, pp. 499-514
Persistent link: https://www.econbiz.de/10001036404
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The cost of technical trading rules in the forex market : a utility-based evaluation
Dewachter, Hans; Lyrio, Marco - In: Journal of international money and finance 25 (2006) 7, pp. 1072-1089
Persistent link: https://www.econbiz.de/10003394348
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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Fundamental and non-fundamental equilibria in the foreign exchange market : a behavioural finance framework
De Grauwe, Paul (contributor); Dieci, Roberto (contributor);  … - 2005
which bubbles and crashes occur at unpredictable moments. We contrast these ʺbehaviouralʺ bubbles with ʺrationalʺ bubbles. …
Persistent link: https://www.econbiz.de/10002749785
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Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework
De Grauwe, Paul; Dieci, Roberto; Grimaldi, Marianna - 2021
which bubbles and crashes occur at unpredictable moments. We contrast these "behavioural" bubbles with "rational" bubbles …
Persistent link: https://www.econbiz.de/10013318629
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Essays on exchange rate, sovereign risk and international investment
Wu, Thomas Yen Hon - 2007
Persistent link: https://www.econbiz.de/10009271064
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Asset allocation and market efficiency
Frömmel, Michael - 2017 - First edition
Persistent link: https://www.econbiz.de/10011623562
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Crash-sensitive Kelly strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices
Gerlach, Jan-Christian; Kreuser, Jerome; Sornette, Didier - 2020
Persistent link: https://www.econbiz.de/10012419429
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Super-exponential RE bubble model with efficient crashes
Kreuser, Jerome; Sornette, Didier - 2017
crash (and rally) discrete jump distributions associated with positive (and negative) bubbles. We assume that crashes tend …, which has been previously proposed as a general definition of bubbles. Our bubble model also allows for a sequence of small …
Persistent link: https://www.econbiz.de/10011865575
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Super-exponential RE bubble model with efficient crashes
Kreuser, Jerome; Sornette, Didier - In: The European journal of finance 25 (2019) 4, pp. 338-368
Persistent link: https://www.econbiz.de/10012206978