Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation

Journal of Economic Dynamics and Control

Volumn 33, Issue 5, 2009, Pages 1106-1122

  Kozhan, Roman ^a   Salmon, Mark ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Exchange rate formation; Heterogeneous agents; Uncertainty aversion

Indexed keywords

EID: 63749132408     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.11.008     Document Type: Article

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