BUBBLES IN FOREIGN EXCHANGE MARKETS

DOI10.1017/S1365100507060257MaRDI QIDQ5439975zbMATH OpenFDO

Authors Alan P. Kirman, Romain Fabio Ricciotti, Richard Topol

Publication date 30 January 2008

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S1365100507060257

zbMATH Keywords

bubblesexchange ratesforecasting rulesfundamentalsherdingswitchingtemporary equilibrium

Mathematics Subject Classification ID

Trade models (91B60)

Recommendations

• Foreign currency bubbles
• Animal spirits in the foreign exchange market
• Heterogeneity of agents, transactions costs and the exchange rate
• Technical trading and the volatility of exchange rates
• Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists

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

Cited in

(9)

• Speculative behavior and the dynamics of interacting stock markets
• Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
• Animal spirits in the foreign exchange market
• Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
• scientific article; zbMATH DE number 2000769 (Why is no real title available?)
• Technical trading and the volatility of exchange rates
• Foreign currency bubbles
• Speculative behavior, exchange rate volatility, and central bank intervention.
• Heterogeneity of agents, transactions costs and the exchange rate

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