Representativeness of news and exchange rate dynamics
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Cites work
- Continuous Auctions and Insider Trading
- Financial markets as nonlinear adaptive evolutionary systems
- From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Microeconomic Models for Long Memory in the Volatility of Financial Time Series
Cited in
(15)- Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions
- Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news
- Heterogeneous expectations in the gold market: specification and estimation
- Estimation of a structural stochastic volatility model of asset pricing
- A financial market model with endogenous fundamental values through imitative behavior
- Informational differences and learning in an asset market with boundedly rational agents
- Power-law behaviour, heterogeneity, and trend chasing
- Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
- Animal spirits in the foreign exchange market
- Econometric analysis of microscopic simulation models
- Real and financial interacting markets: a behavioral macro-model
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets
- Herding behaviour and volatility clustering in financial markets
- New ``News for the news model of the spot exchange rate
- On the specification of noise in two agent-based asset pricing models
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