Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583): Difference between revisions

@@ Property / author @@
-Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
-Normal rank
@@ Property / author @@
+Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2009.11.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2119335483
@@ Property / OpenAlex ID: W2119335483 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
+Normal rank
@@ Property / cites work @@
+Exchange rate dynamics in a target zone-A heterogeneous expectations approach
+Normal rank
@@ Property / cites work @@
+On the performance of efficient portfolios
@@ Property / cites work: On the performance of efficient portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Behavioral heterogeneity in stock prices
@@ Property / cites work: Behavioral heterogeneity in stock prices / rank @@
+Normal rank
@@ Property / cites work @@
+A Rational Route to Randomness
@@ Property / cites work: A Rational Route to Randomness / rank @@
+Normal rank
@@ Property / cites work @@
+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+More hedging instruments may destabilize markets
@@ Property / cites work: More hedging instruments may destabilize markets / rank @@
+Normal rank
@@ Property / cites work @@
+The dynamics of speculative behaviour
@@ Property / cites work: The dynamics of speculative behaviour / rank @@
+Normal rank
@@ Property / cites work @@
+The Dynamic Interaction of Speculation and Diversification
+Normal rank
@@ Property / cites work @@
+Asset price and wealth dynamics under heterogeneous expectations
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+The interplay between two stock markets and a related foreign exchange market: A simulation approach
+Normal rank
@@ Property / cites work @@
+Heterogeneity of agents, transactions costs and the exchange rate
+Normal rank
@@ Property / cites work @@
+From bi-stability to chaotic oscillations in a macroeconomic model
+Normal rank
@@ Property / cites work @@
+On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets
+Normal rank
@@ Property / cites work @@
+Informational differences and learning in an asset market with boundedly rational agents
+Normal rank
@@ Property / cites work @@
+A prototype model of speculative dynamics with position-based trading
+Normal rank
@@ Property / cites work @@
+Q3400730
@@ Property / cites work: Q3400730 / rank @@
+Normal rank
@@ Property / cites work @@
+Staggered updating in an artificial financial market
+Normal rank
@@ Property / cites work @@
+Heterogeneity, convergence, and autocorrelations
@@ Property / cites work: Heterogeneity, convergence, and autocorrelations / rank @@
+Normal rank
@@ Property / cites work @@
+Commodity markets, price limiters and speculative price dynamics
+Normal rank
@@ Property / cites work @@
+A robust rational route to randomness in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+Agent-based computational finance: Suggested readings and early research
+Normal rank
@@ Property / cites work @@
+Time variation of second moments from a noise trader/infection model
+Normal rank
@@ Property / cites work @@
+Financial power laws: empirical evidence, models, and mechanisms
+Normal rank
@@ Property / cites work @@
+Q4871304
@@ Property / cites work: Q4871304 / rank @@
+Normal rank
@@ Property / cites work @@
+The emergence of bull and bear dynamics in a nonlinear model of interacting markets
+Normal rank
@@ Property / cites work @@
+MULTIASSET MARKET DYNAMICS
@@ Property / cites work: MULTIASSET MARKET DYNAMICS / rank @@
+Normal rank
@@ Property / cites work @@
+The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:964583