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Capital and macroeconomic instability in a discrete-time model with forward-looking interest rate rules
Huang, Kevin X. D.; Meng, Qinglai - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2802-2826
Persistent link: https://www.econbiz.de/10003499207
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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On infinite-horizon minimum-cost hedging under cone constraints
Huang, Kevin X. D. - In: Journal of economic dynamics & control 27 (2002) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10001703402
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Consistent high-frequency calibration
Aadland, David; Huang, Kevin X. D. - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2277-2295
Persistent link: https://www.econbiz.de/10002172323
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Is forward-looking inflation targeting destabilizing? : the role of policy's response to current output under endogenous investment
Huang, Kevin X. D.; Meng, Qinglai; Xue, Jianpo - In: Journal of economic dynamics & control 33 (2009) 2, pp. 409-430
Persistent link: https://www.econbiz.de/10003810061
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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
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An analysis of the effect of noise in a heterogeneous agent financial market model
Chiarella, Carl; He, Xue-zhong; Zheng, Min - In: Journal of economic dynamics & control 35 (2011) 1, pp. 148-162
Persistent link: https://www.econbiz.de/10009127641
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Sellers' local currency pricing or buyers' local currency pricing : does it matter for international welfare analysis?
Huang, Kevin X. D.; Liu, Zheng - In: Journal of economic dynamics & control 30 (2006) 7, pp. 1183-1213
Persistent link: https://www.econbiz.de/10003336477
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A dynamic analysis of moving average rules
Chiarella, Carl; He, Xue-zhong; Hommes, Cars H. - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374