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An empirical investigation into exchange regime choice and exchange rate volatility
Berger, Helge; Sturm, Jan-Egbert; Haan, Jakob de - 2000
We test a simple model of exchange rate regime choice with data for non-OECD countries covering the period 1980-94. We find the variance of output at home and in potential target countries as well as the correlation between home and foreign real activity are powerful and robust predictors of...
Persistent link: https://www.econbiz.de/10001473991
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Information and opinions in financial markets
Banerjee, Snehal - 2007
Persistent link: https://www.econbiz.de/10009691380
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A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - 2012
Persistent link: https://www.econbiz.de/10009626025
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Information aggregation and optimal market size
Kawakami, Kei - 2014
Persistent link: https://www.econbiz.de/10010411872
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Financial leverage and market volatility with diverse beliefs
Guo, Wen-Chung; Wang, Frank Yong; Wu, Ho-Mou - In: Economic theory : official journal of the Society for … 47 (2011) 2/3, pp. 337-364
Persistent link: https://www.econbiz.de/10009126585
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Financial fragility and scaling distributions in the laboratory
Devetag, Giovanna; Gaffeo, Edoardo; Gallegati, Mauro; … - In: The complex networks of economic interactions : essays …, (pp. 61-76). 2005
Persistent link: https://www.econbiz.de/10003253888
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US farm policy and the volatility of commodity prices and farm revenues
Lence, Sergio H.; Hayes, Dermot James - In: American journal of agricultural economics 84 (2002) 2, pp. 335-351
Persistent link: https://www.econbiz.de/10001683994
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Asset price volatility and trading volume with rational beliefs
Wu, Ho-Mou; Guo, Wen-Chung - In: Economic theory : official journal of the Society for … 23 (2004) 4, pp. 795-829
Persistent link: https://www.econbiz.de/10002047636
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Der kurzfristige Wechselkurs
Thießen, Friedrich - 1995
Persistent link: https://www.econbiz.de/10000917898