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Asset price fluctuations in a overlapping generations economy : do collateral constraints matter?

Ortalo-Magné, François - 1996

Persistent link: https://www.econbiz.de/10000932146

How small shocks and heterogeneous expectations can create swings in the exchange rate

Sløk, Torsten; Sørensen, Jens Peter - 1997

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On the volatility of foreign exchange rates

Kurz, Mordecai - In: Endogenous economic fluctuations : studies in the …, (pp. 317-352). 1997

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Stock price volatility in a multiple security overlapping generations model

Spiegel, Matthew - In: The review of financial studies 11 (1998) 2, pp. 419-447

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Participation costs, trend chasing, and volatility of stock prices

Orosel, Gerhard O. - In: The review of financial studies 11 (1998) 3, pp. 521-557

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Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510-541) we investigate a dynamic version of the model in which agents' decision rules are...