Heterogeneity of Agents and Exchange Rate Dynamics: Evidence from the EMS

Author:

de Jong Eelke,Verschoor Willem F. C.,Zwinkels Remco C. J.

Publisher

Elsevier BV

Reference50 articles.

1. Heterogeneous Expectations in the Foreign Exchange Market: Evidence from Daily DM/US Dollar Exchange Rates;R Ahrens;Journal of Evolutionary Dynamics,2005

2. The Use of Technical Analysis in the Foreign Exchange Market;H Allen;Journal of International Money and Finance,1992

3. The Width of the Band and Exchange Rate Mean-Reversion: Some further ERM-based Results;M Anthony;Journal of International Money and Finance,1999

4. European Foreign Exchange Market Efficiency: Evidence Based on Crisis and Noncrisis Periods;R Aroskar;International Review of Financial Analysis,2004

5. Tests for Bounded Rationality with a Linear Dynamic Model Distorted by Heterogeneous Expectations;S J Baak;Journal of Economic Dynamics and Control,1999

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Agent-based economic models and econometrics;The Knowledge Engineering Review;2012-04-26

2. The economic value of fundamental and technical information in emerging currency markets;Journal of International Money and Finance;2009-06

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