| Publication | Date of Publication | Type |
|---|
Revisiting Paul de Grauwe's chaotic exchange rate model: new analytical insights and agent-based explorations
Open Economies Review | 2023-09-15 | Paper |
Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions
Journal of Economic Dynamics and Control | 2023-07-03 | Paper |
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Production delays, supply distortions and endogenous price dynamics
Communications in Nonlinear Science and Numerical Simulation | 2022-12-20 | Paper |
Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map
SIAM Journal on Applied Dynamical Systems | 2022-12-08 | Paper |
Speculative asset price dynamics and wealth taxes
Decisions in Economics and Finance | 2022-01-06 | Paper |
Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure
Discrete and Continuous Dynamical Systems. Series B | 2021-11-01 | Paper |
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps
Journal of Difference Equations and Applications | 2021-10-06 | Paper |
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
An agent-based macroeconomic model with interacting firms, socio-economic opinion formation and optimistic/pessimistic sales expectations
New Journal of Physics | 2020-11-07 | Paper |
Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model
Economics Letters | 2019-03-11 | Paper |
Steady states, stability and bifurcations in multi-asset market models
Decisions in Economics and Finance | 2019-01-29 | Paper |
Market-maker, inventory control and foreign exchange dynamics
Quantitative Finance | 2019-01-14 | Paper |
Herding behaviour and volatility clustering in financial markets
Quantitative Finance | 2018-11-19 | Paper |
Positive welfare effects of trade barriers in a dynamic partial equilibrium model
Journal of Economic Dynamics and Control | 2018-11-02 | Paper |
The bull and bear market model of Huang and Day: some extensions and new results
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
Speculative behavior and the dynamics of interacting stock markets
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
Stock market participation and endogenous boom-bust dynamics
Economics Letters | 2018-09-11 | Paper |
Interactions between stock, bond and housing markets
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
A financial market model with two discontinuities: bifurcation structures in the chaotic domain
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2018-07-13 | Paper |
Symmetry breaking in a bull and bear financial market model
Chaos, Solitons and Fractals | 2017-02-02 | Paper |
Structural stochastic volatility in asset pricing dynamics: estimation and model contest
Journal of Economic Dynamics and Control | 2016-09-28 | Paper |
On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets
Applied Mathematics and Computation | 2016-01-19 | Paper |
One-dimensional discontinuous piecewise-linear maps and the dynamics of financial markets
Global Analysis of Dynamic Models in Economics and Finance | 2014-10-02 | Paper |
Modeling house price dynamics with heterogeneous speculators
Global Analysis of Dynamic Models in Economics and Finance | 2014-10-02 | Paper |
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
Decisions in Economics and Finance | 2014-09-18 | Paper |
Interactions between the real economy and the stock market: a simple agent-based approach
Discrete Dynamics in Nature and Society | 2012-10-19 | Paper |
Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map
Computational Economics | 2011-12-13 | Paper |
Estimation of a structural stochastic volatility model of asset pricing
Computational Economics | 2011-06-03 | Paper |
Speculative behavior and asset price dynamics
Nonlinear Dynamics, Psychology, and Life Sciences | 2010-12-15 | Paper |
Triggering crashes in chaotic dynamics
Physics Letters. A | 2010-10-28 | Paper |
Global bifurcations in a three-dimensional financial model of bull and bear interactions
Nonlinear Dynamics in Economics, Finance and Social Sciences | 2010-06-21 | Paper |
A simple agent-based financial market model: Direct interactions and comparisons of trading profits
Nonlinear Dynamics in Economics, Finance and Social Sciences | 2010-06-21 | Paper |
Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
Journal of Economic Dynamics and Control | 2010-04-22 | Paper |
Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
Journal of Economic Dynamics and Control | 2010-02-09 | Paper |
Stability analysis of a cobweb model with market interactions
Applied Mathematics and Computation | 2009-11-23 | Paper |
The emergence of bull and bear dynamics in a nonlinear model of interacting markets
Discrete Dynamics in Nature and Society | 2009-11-23 | Paper |
Commodity markets, price limiters and speculative price dynamics
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
Representativeness of news and exchange rate dynamics
Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
Speculative markets and the effectiveness of price limits
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
Heuristic expectation formation and business cycles: a simple linear model
| 2008-03-19 | Paper |
Expectations and the Multiplier-Accelerator Model
Business Cycle Dynamics | 2007-03-05 | Paper |
Target zone interventions and coordination of expectations
Journal of Optimization Theory and Applications | 2006-11-07 | Paper |
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS
International Journal of Modern Physics C | 2006-08-24 | Paper |
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS
International Journal of Theoretical and Applied Finance | 2006-05-10 | Paper |
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY
Advances in Complex Systems | 2006-01-09 | Paper |
Heterogeneous traders, price-volume signals, and complex asset price dynamics
Discrete Dynamics in Nature and Society | 2005-10-24 | Paper |
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC
International Journal of Theoretical and Applied Finance | 2005-10-19 | Paper |
MULTIASSET MARKET DYNAMICS
Macroeconomic Dynamics | 2005-05-09 | Paper |
MARKET DEPTH AND PRICE DYNAMICS: A NOTE
International Journal of Modern Physics C | 2005-01-04 | Paper |
Modeling exchange rate behavior with a genetic algorithm
Computational Economics | 2003-08-06 | Paper |
Speculative behavior, exchange rate volatility, and central bank intervention.
CEJOR. Central European Journal of Operations Research | 2001-01-01 | Paper |
