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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
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Exchange rate dynamics : a nonlinear survey
Westerhoff, Frank H. - In: Handbook of research on complexity, (pp. 287-325). 2009
Persistent link: https://www.econbiz.de/10003870457
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Central bank intervention and feedback traders
Westerhoff, Frank H. - 2002
Persistent link: https://www.econbiz.de/10001712372
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Hot potato dynamics
Westerhoff, Frank H. - 2002
Persistent link: https://www.econbiz.de/10001712376
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Anchoring and psychological barriers in foreign exchange markets
Westerhoff, Frank H. - 2002
Persistent link: https://www.econbiz.de/10001712381
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Central bank intervention and feedback traders
Westerhoff, Frank H. - In: Journal of international financial markets, … 13 (2003) 5, pp. 419-427
Persistent link: https://www.econbiz.de/10001815375
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Heterogeneous traders and the Tobin tax
Westerhoff, Frank H. - 2002
Persistent link: https://www.econbiz.de/10001655358
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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 - 2005
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10010261158
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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
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
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
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10013318629