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Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
rules. However, mispricings increase for larger tax rates, since their harm the stabilizing fundamental trading rules, too …
Persistent link: https://www.econbiz.de/10008664302
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Symmetric oil price shocks and government expenditure-real exchange rate nexus : ARDL and SVAR models for an oil-based economy, 1970-2018
Algaeed, Abdulaziz Hamad - In: Cogent economics & finance 8 (2020) 1, pp. 1-18
Historically, oil has been the main source of earnings in the Saudi Arabian economy. Different from other symmetric oil price shock studies, the aim of this paper is to test the impacts of symmetric oil price shocks on government expenditure-real exchange rate nexus and ultimately, to check the...
Persistent link: https://www.econbiz.de/10012482836
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Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU
Comunale, Mariarosaria - 2016
In this article we study the impact of real effective exchange rate misalignments, based on determinants, including different types of foreign capital inflows, on GDP growth in the EU. This can provide a useful contribution to understanding the causal link between inflows, real effective...
Persistent link: https://www.econbiz.de/10012991781
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Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU
Comunale, Mariarosaria - 2016
In this article we study the impact of real effective exchange rate misalignments, based on determinants, including different types of foreign capital inflows, on GDP growth in the EU. This can provide a useful contribution to understanding the causal link between inflows, real effective...
Persistent link: https://www.econbiz.de/10012992272
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Dutch Disease, Real Effective Exchange Rate Misalignments and Their Effect on GDP Growth in the EU
Comunale, Mariarosaria - 2016
In this article we study the impact of real effective exchange rate misalignments, based on determinants, including different types of foreign capital inflows, on GDP growth in the EU. This can provide a useful contribution to understanding the causal link between inflows, real effective...
Persistent link: https://www.econbiz.de/10012992878
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Macroeconomic effects of throwing sand in the wheels of foreign exchange markets
Reitz, Stefan; Slopek, Ulf D. - In: Review of economics 54 (2003) 2, pp. 187-213
Persistent link: https://www.econbiz.de/10002022933
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Transaction Taxes and Traders with Heterogeneous Investment Horizons in an Agent-Based Financial Market Model
Campanella, Edoardo - 2010
volatility clusters for small tax rates. When the tax rate exceeds a certain threshold, excess volatility and misalignments … allowed to have different investment horizons as introduced by Demary (Who Does a Currency Transaction Tax Harm More: Short … due to taxation and how emergent properties from the interaction of traders like bubbles and crashes, excess volatility …
Persistent link: https://www.econbiz.de/10013135077
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Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - 2009
volatility clusters for small tax rates. When the tax rate exceeds a certain threshold, excess volatility and misalignments … allowed to have different investment horizons as introduced by Demary (Who Does a Currency Transaction Tax Harm More: Short … due to taxation and how emergent properties from the interaction of traders like bubbles and crashes, excess volatility …
Persistent link: https://www.econbiz.de/10003905064
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Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model
Demary, Markus - 2010
investment horizons. This change in behavior leads to less volatility and less mispricings. When the tax rate exceeds a certain … investment horizons as introduced by Demary (Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long …. Numerical simulations reveal that under sufficiently small tax rates traders abstain from short-term trading in favour of longer …
Persistent link: https://www.econbiz.de/10003935223
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Who does a currency transaction tax harm more : short-term speculators or long-term investors?
Demary, Markus - In: Jahrbücher für Nationalökonomie und Statistik 228 (2008) 2/3, pp. 228-250
Persistent link: https://www.econbiz.de/10003770561