Similar Search Results

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 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

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

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...