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Exchange rate dynamics : a nonlinear survey

Westerhoff, Frank H. - In: Handbook of research on complexity, (pp. 287-325). 2009

Persistent link: https://www.econbiz.de/10003870457

Central bank intervention and feedback traders

Westerhoff, Frank H. - 2002

Persistent link: https://www.econbiz.de/10001712372

Hot potato dynamics

Westerhoff, Frank H. - 2002

Persistent link: https://www.econbiz.de/10001712376

Anchoring and psychological barriers in foreign exchange markets

Westerhoff, Frank H. - 2002

Persistent link: https://www.econbiz.de/10001712381

Heterogeneous traders and the Tobin tax

Westerhoff, Frank H. - 2002

Persistent link: https://www.econbiz.de/10001655358

Central bank intervention and feedback traders

Westerhoff, Frank H. - In: Journal of international financial markets, … 13 (2003) 5, pp. 419-427

Persistent link: https://www.econbiz.de/10001815375

Chartists, fundamentalists, and exchange rate fluctuations

Westerhoff, Frank H. - 2002

Persistent link: https://www.econbiz.de/10001705401

Anchoring and psychological barriers in foreign exchange markets

Westerhoff, Frank H. - In: The journal of behavioral finance : a publication of … 4 (2003) 2, pp. 65-70

Persistent link: https://www.econbiz.de/10001796934

Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model

Mignot, Sarah; Westerhoff, Frank H. - 2023

We propose a simple agent-based version of Paul de Grauwe's chaotic exchange rate model. In particular, we assume that each speculator follows his own technical and fundamental trading rule. Moreover, a speculator's choice between these two trading philosophies depends on his individual...

Persistent link: https://www.econbiz.de/10014384489

Fake news and asset price dynamics

Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank H. - In: Jahrbücher für Nationalökonomie und Statistik 244 (2024) 4, pp. 351-379

We explore the impact of fake news on asset price dynamics within the asset-pricing model of Brock and Hommes (Brock, W. A., and C. H. Hommes. 1998. "Heterogeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model." Journal of Economic Dynamics and Control 22 (8): 1235-74). By...

Persistent link: https://www.econbiz.de/10015326021