Similar Search Results

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

Heterogenous traders and the Tobin tax

Westerhoff, Frank - In: Journal of evolutionary economics : JEE 13 (2003) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10001747105

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

Heterogeneous speculators, endogenous fluctuations and interacting markets : a model of stock prices and exchange rates

Dieci, Roberto; Westerhoff, Frank H. - In: Journal of economic dynamics & control 34 (2010) 4, pp. 743-764

Persistent link: https://www.econbiz.de/10003966528

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

Heterogeneous expectations, exchange rate dynamics and predictability

Manzan, Sebastiano; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 64 (2007) 1, pp. 111-128

Persistent link: https://www.econbiz.de/10003519427

Revisiting Paul de Grauwe's chaotic exchange rate model : new analytical insights and agent-based explorations

Mignot, Sarah; Westerhoff, Frank H. - In: Open economies review 34 (2023) 1, pp. 155-169

Persistent link: https://www.econbiz.de/10014276887

Fake news and asset price dynamics

Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank H. - 2024

We explore the impact of fake news on asset price dynamics within the asset-pricing model of Brock and Hommes (1998). By polluting the information landscape, fake news interferes with agents' perception of the dividend process of the risky asset. Our analysis reveals that fake news decreases the...

Persistent link: https://www.econbiz.de/10014631654