-
2
-
-
0036889359
-
Are the gains from international portfolio diversification exaggerated? the influence of downside risk in bear markets
-
Butler K.C., Joaquin D.C. (2002) Are the gains from international portfolio diversification exaggerated? the influence of downside risk in bear markets. Journal of International Money and Finance 21(7): 981-1011
-
(2002)
Journal of International Money and Finance
, vol.21
, Issue.7
, pp. 981-1011
-
-
Butler, K.C.1
Joaquin, D.C.2
-
3
-
-
0037562154
-
Who wins? study of long-run trader survival in an artificial stock market
-
Cincotti S., Focardi S.M., Marchesi M., Raberto M. (2003) Who wins? study of long-run trader survival in an artificial stock market. Physica A 324(1-2): 227-233
-
(2003)
Physica A
, vol.324
, Issue.1-2
, pp. 227-233
-
-
Cincotti, S.1
Focardi, S.M.2
Marchesi, M.3
Raberto, M.4
-
4
-
-
0043049152
-
-
Working paper, Economic Growth Center, Yale University, Apr. 2001
-
Corsetti, G., Pericoli, M., & Sbracia, M. (2001). Correlation analysis of financial contagion: What one should know before running a test. Working paper, Economic Growth Center, Yale University, Apr. 2001.
-
(2001)
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
-
-
Corsetti, G.1
Pericoli, M.2
Sbracia, M.3
-
5
-
-
14844344994
-
Heterogeneity of agents, transactions costs and the exchange rate
-
De Grauwe P., Grimaldi M. (2005) Heterogeneity of agents, transactions costs and the exchange rate. Journal of Economic Dynamics and Control 29(4): 691-719
-
(2005)
Journal of Economic Dynamics and Control
, vol.29
, Issue.4
, pp. 691-719
-
-
De Grauwe, P.1
Grimaldi, M.2
-
6
-
-
0004098916
-
-
Cepr discussion papers, C.E.P.R. Discussion Papers, Aug. 1996
-
Eichengreen, B., Rose, A. K., & Wyplosz, C. (1996). Contagious currency crises. Cepr discussion papers, C.E.P.R. Discussion Papers, Aug. 1996.
-
(1996)
Contagious Currency Crises
-
-
Eichengreen, B.1
Rose, A.K.2
Wyplosz, C.3
-
7
-
-
0041404535
-
-
International Finance Discussion Papers 714, Board of Governors of the Federal Reserve System (U.S.)
-
Faust, J., Rogers, J. H., & Wright, J. H. (2001). Exchange rate forecasting: The errors we've really made. International Finance Discussion Papers 714, Board of Governors of the Federal Reserve System (U.S.).
-
(2001)
Exchange Rate Forecasting: The Errors We've Really Made
-
-
Faust, J.1
Rogers, J.H.2
Wright, J.H.3
-
8
-
-
58149364107
-
Fixing exchange rates: A virtual quest for fundamentals
-
Flood R.P., Rose A.K. (1995) Fixing exchange rates: A virtual quest for fundamentals. Journal of Monetary Economics 36(1): 3-37
-
(1995)
Journal of Monetary Economics
, vol.36
, Issue.1
, pp. 3-37
-
-
Flood, R.P.1
Rose, A.K.2
-
9
-
-
2342569771
-
The asian flu and russian virus: The international transmission of crises in firm-level data
-
Forbes K.J. (2004) The asian flu and russian virus: The international transmission of crises in firm-level data. Journal of International Economics 63(1): 59-92
-
(2004)
Journal of International Economics
, vol.63
, Issue.1
, pp. 59-92
-
-
Forbes, K.J.1
-
10
-
-
0003350474
-
No contagion, only interdependence: Measuring stock market comovements
-
Forbes K.J., Rigobon R. (2002) No contagion, only interdependence: Measuring stock market comovements. The Journal of Finance LVII(5): 2223-2261
-
(2002)
The Journal of Finance
, vol.57
, Issue.5
, pp. 2223-2261
-
-
Forbes, K.J.1
Rigobon, R.2
-
13
-
-
0001698432
-
Correlations in price changes and volatility across international stock markets
-
Hamao Y., Masulis R.W., Ng V. (1990) Correlations in price changes and volatility across international stock markets. Review of Financial Studies 3(2): 281-307
-
(1990)
Review of Financial Studies
, vol.3
, Issue.2
, pp. 281-307
-
-
Hamao, Y.1
Masulis, R.W.2
Ng, V.3
-
14
-
-
0010626787
-
Analysis of dealers' processing financial news based on an artificial market approach
-
Izumi, K., & Ueda, K. (1999a). Analysis of dealers' processing financial news based on an artificial market approach. Journal of Computational Intelligence in Finance, (7): 23-33.
-
(1999)
Journal of Computational Intelligence in Finance
, Issue.7
, pp. 23-33
-
-
Izumi, K.1
Ueda, K.2
-
15
-
-
24744433119
-
Analysis of exchange rate scenarios using an artificial market approach
-
In C.-H. Chen, A. Amin, et al. (Eds.) CSREA Press
-
Izumi K., & Ueda, K. (1999b). Analysis of exchange rate scenarios using an artificial market approach. In C.-H. Chen, A. Amin, et al. (Eds.), Proceedings of the International Conference on Artificial Intelligence (pp. 360-366). CSREA Press.
-
(1999)
Proceedings of the International Conference on Artificial Intelligence
, pp. 360-366
-
-
Izumi, K.1
Ueda, K.2
-
16
-
-
0035481803
-
Phase transition in a foreign exchange market-analysis based on an artificial market approach
-
Izumi K., Ueda K. (2001) Phase transition in a foreign exchange market-analysis based on an artificial market approach. IEEE Transactions on Evolutionary Computation 5(5): 456-470
-
(2001)
IEEE Transactions on Evolutionary Computation
, vol.5
, Issue.5
, pp. 456-470
-
-
Izumi, K.1
Ueda, K.2
-
18
-
-
0032090855
-
The use of fundamental and technical analyses by foreign exchange dealers: Hong kong evidence
-
Lui Y.-H., Mole D. (1998) The use of fundamental and technical analyses by foreign exchange dealers: Hong kong evidence. Journal of International Money and Finance 17(3): 535-545
-
(1998)
Journal of International Money and Finance
, vol.17
, Issue.3
, pp. 535-545
-
-
Lui, Y.-H.1
Mole, D.2
-
19
-
-
48949109937
-
Using an artificial financial market for assessing the impact of tobin-like transaction taxes
-
Submitted to
-
Mannaro, K., Marchesi, M., & Setzu, A. (2006). Using an artificial financial market for assessing the impact of tobin-like transaction taxes. Submitted to Journal of Economic Behavior & Organization.
-
(2006)
Journal of Economic Behavior & Organization
-
-
Mannaro, K.1
Marchesi, M.2
Setzu, A.3
-
20
-
-
21444456704
-
-
Springer, Feb. 2003
-
Marchesi, M., Cincotti, S., Focardi, S. M., & Raberto, M. (2003). The Genoa artificial stock market: Microstructure and simulation, volume 521 of Lecture notes in economics and mathematical systems (pp. 277-289). Springer, Feb. 2003.
-
(2003)
The Genoa Artificial Stock Market: Microstructure and Simulation, Volume 521 of Lecture Notes in Economics and Mathematical Systems
, pp. 277-289
-
-
Marchesi, M.1
Cincotti, S.2
Focardi, S.M.3
Raberto, M.4
-
21
-
-
0000756518
-
Examining the use of technical currency analysis
-
Menkhoff L. (1997) Examining the use of technical currency analysis. International Journal of Finance & Economics 2(4): 307-318
-
(1997)
International Journal of Finance & Economics
, vol.2
, Issue.4
, pp. 307-318
-
-
Menkhoff, L.1
-
22
-
-
0003583993
-
-
Nber working papers, National Bureau of Economic Research, Inc., July 2000
-
Obstfeld, M., & Rogoff, K. (2000). The six major puzzles in international macroeconomics: Is there a common cause? Nber working papers, National Bureau of Economic Research, Inc., July 2000.
-
(2000)
The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?
-
-
Obstfeld, M.1
Rogoff, K.2
-
23
-
-
21444443006
-
Modeling and simulation of a double auction artificial financial market
-
Raberto M., Cincotti S. (2005) Modeling and simulation of a double auction artificial financial market. Physica A, 355(1): 34-45
-
(2005)
Physica A
, vol.355
, Issue.1
, pp. 34-45
-
-
Raberto, M.1
Cincotti, S.2
-
25
-
-
19944389075
-
Traders' long-run wealth in an artificial financial market
-
Raberto M., Cincotti S., Focardi S., Marchesi M. (2003) Traders' long-run wealth in an artificial financial market. Computational Economics 22(2-3): 255-272
-
(2003)
Computational Economics
, vol.22
, Issue.2-3
, pp. 255-272
-
-
Raberto, M.1
Cincotti, S.2
Focardi, S.3
Marchesi, M.4
-
26
-
-
26044447457
-
Exchange rate dynamics, central bank interventions and chaos control methods
-
Westerhoff F., Wieland C. (2005) Exchange rate dynamics, central bank interventions and chaos control methods. Journal of Economic Behavior & Organization 58: 117-132
-
(2005)
Journal of Economic Behavior & Organization
, vol.58
, pp. 117-132
-
-
Westerhoff, F.1
Wieland, C.2
|