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Exchange rate dynamics, central bank interventions and chaos control methods
16 references·7 citing·41 second hop
Exchange rate dynamics, central bank interventions and chaos control methods (2004)Exchange rate dynamics, central bank inte…FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)FOREIGN EXCHANGE RATE EXPECTA…The price dynamics of common trading strategies (2002)The price dynamics of common …Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …Financial markets as nonlinear adaptive evolutionary systems (2001)Financial markets as nonlinea…VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)VOLATILITY CLUSTERING IN FINA…Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence (1998)The use of fundamental and te…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets. (1994)Exchange Rate Theory: Chaotic…Nonlinear dynamics and evolutionary economics (1993)Nonlinear dynamics and evolut…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…From Catastrophe to Chaos: A General Theory of Economic Discontinuities (1992)From Catastrophe to Chaos: A …Bulls, bears and market sheep (1990)Bulls, bears and market sheepNonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)A BEHAVIORAL MODEL OF RATIONA…Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates (2009)Heterogeneous speculators, en…The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies (2008)The Use of Agent-Based Financ…Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach (2008)Heterogeneity in Exchange Rat…Exchange rate dynamics in a target zone—A heterogeneous expectations approach (2008)Exchange rate dynamics in a t…Exchange Rate Dynamics in a Target Zone - A Heterogeneous Expectations Approach (2008)Exchange Rate Dynamics in a T…Target Zone Interventions and Coordination of Expectations (2006)Target Zone Interventions and…Commodity markets, price limiters and speculative price dynamics (2004)Commodity markets, price limi…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Review of Economics and Statistics (1997)Agent-based computational finance: Suggested readings and early research (2000)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 24 Agent-based Computational Finance (2006)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The equity premium: A puzzle (1985)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Time series properties of an artificial stock market (1999)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Continuous Auctions and Insider Trading (1985)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)Currency momentum strategies (2012)International Liquidity and Exchange Rate Dynamics * (2015)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)The market microstructure of central bank intervention (2002)Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003)Technical analysis: An asset allocation perspective on the use of moving averages☆ (2009)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)
this work references cited by second hop

References

  • 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE15,851 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 1990Bulls, bears and market sheep619 cited
  • 2002The price dynamics of common trading strategies475 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • 2003FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA367 cited
  • 1993Nonlinear dynamics and evolutionary economics349 cited
  • 1998The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence340 cited
  • 1992From Catastrophe to Chaos: A General Theory of Economic Discontinuities332 cited
  • 2001Financial markets as nonlinear adaptive evolutionary systems324 cited

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  • 1994Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets.312 cited
  • Cited by

    • 2004Commodity markets, price limiters and speculative price dynamics130 cited
    • 2008The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies108 cited
    • 2009Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates80 cited
    • 2008Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach50 cited
    • 2008Exchange rate dynamics in a target zone—A heterogeneous expectations approach39 cited
    • 2008Exchange Rate Dynamics in a Target Zone - A Heterogeneous Expectations Approach15 cited
    • 2006Target Zone Interventions and Coordination of Expectations12 cited