Representativeness of news and exchange rate dynamics
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Publication:953771
DOI10.1016/j.jedc.2003.08.008zbMath1202.91268OpenAlexW2163289152MaRDI QIDQ953771
Sebastiano Manzan, Frank H. Westerhoff
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics/amsterdam-school-of-economics-research-institute/cendef/working-papers-2002/bmw2_rev.pdf?1417180398212
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Cites Work
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
- Microeconomic Models for Long Memory in the Volatility of Financial Time Series
- Continuous Auctions and Insider Trading
- Financial markets as nonlinear adaptive evolutionary systems
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