BUBBLES IN FOREIGN EXCHANGE MARKETS

DOI10.1017/S1365100507060257zbMath1133.91045MaRDI QIDQ5439975

Romain Fabio Ricciotti, Richard Topol, Alan P. Kirman

Publication date: 30 January 2008

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

switchingbubblesexchange ratestemporary equilibriumherdingfundamentalsforecasting rules

Mathematics Subject Classification ID

Trade models (91B60)

Related Items

Speculative behavior and the dynamics of interacting stock markets, Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation

Cites Work

• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
• Heterogeneous beliefs and the non-linear cobweb model
• Microeconomic Models for Long Memory in the Volatility of Financial Time Series
• The Present-Value Relation: Tests Based on Implied Variance Bounds