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Fundamental and non-fundamental equilibria in the foreign exchange market : a behavioural finance framework ; presented at CESifo Area Conference on Macro, Money and International...

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/10002797927

Asset price dynamcis and diversification with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 251-267). 2005

Persistent link: https://www.econbiz.de/10002775676

A dynamic analysis of speculation across two markets

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: The complex dynamics of economic interaction : essays …, (pp. 197-213). 2004

Persistent link: https://www.econbiz.de/10002415047

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004

Persistent link: https://www.econbiz.de/10002431655

The dynamic interaction of speculation and diversification

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Applied mathematical finance 12 (2005) 1, pp. 17-52

Persistent link: https://www.econbiz.de/10002727055

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

Complex dynamics in a duopoly model with heterogeneous cost and behavioral rules

Angelini, Natascia; Dieci, Roberto; Nardini, Franco - In: Challenges to change : Middle and Eastern European …, (pp. 213-231). 2006

Persistent link: https://www.econbiz.de/10003401637

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1755-1786

Persistent link: https://www.econbiz.de/10003370380

Speculative behaviour and complex asset price dynamics : a global analysis

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 173-197

Persistent link: https://www.econbiz.de/10001702982

Speculative behaviour and complex asset price dynamics

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2001

Persistent link: https://www.econbiz.de/10001619312

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