SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
16 references·1 citing·40 second hop
The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs (2011)The Euro/Dollar exchange rate: Chaotic or…Behavioral heterogeneity in stock prices (2007)Behavioral heterogeneity in s…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Time series properties of an artificial stock market (1999)Time series properties of an …The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)The socio-economic dynamics o…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…A Rational Route to Randomness (1997)A Rational Route to RandomnessChartists, Fundamentalists, and Trading in the Foreign Exchange Market (1990)Chartists, Fundamentalists, a…Bulls, bears and market sheep (1990)Bulls, bears and market sheepNonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Exchange rates and international macroeconomics (1984)Exchange rates and internatio…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …Stabilisation Policy in a Closed Economy (1954)Stabilisation Policy in a Clo…Assessing the Marshall–Lerner condition within a stock-flow consistent model (2019)Assessing the Marshall–Lerner…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Agent-based Computational Finance (1989)Chapter 24 Agent-based Computational Finance (2006)Negative bubbles and shocks in cryptocurrency markets (2016)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)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)The Economy as an Evolving Complex System II (2018)Noise Trader Risk in Financial Markets (1990)Textual analysis of stock market prediction using breaking financial news (2009)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)The Econometrics of Financial Markets (2012)The Variation of Certain Speculative Prices (1963)The variation of certain speculative prices (1997)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 2005Heterogeneous Agent Models in Economics and Finance745 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1999Time series properties of an artificial stock market729 cited
  • 1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions641 cited
  • 1990Bulls, bears and market sheep619 cited
  • 1954Stabilisation Policy in a Closed Economy589 cited
  • 2007Behavioral heterogeneity in stock prices446 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 1984Exchange rates and international macroeconomics370 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1990
Chartists, Fundamentalists, and Trading in the Foreign Exchange Market
347 cited

Cited by

  • 2019Assessing the Marshall–Lerner condition within a stock-flow consistent model16 cited