Details about Frank Westerhoff

E-mail:
Workplace:	Volkswirtschaftslehre (Department of Economics), Otto-Friedrich Universität Bamberg (University of Bamberg), (more information at EDIRC)

Access statistics for papers by Frank Westerhoff.

Last updated 2022-10-07. Update your information in the RePEc Author Service.

Short-id: pwe22

---

Jump to Journal Articles Chapters

Working Papers

2022

1. Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group
2. Production delays, supply distortions and endogenous price dynamics
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group

2021

3. Production delays, technology choice and cyclical cobweb dynamics
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (4)
   See also Journal Article in Chaos, Solitons & Fractals (2022)
4. Speculative asset price dynamics and wealth taxes
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (3)
   See also Journal Article in Decisions in Economics and Finance (2021)

2020

5. Heterogeneous expectations, housing bubbles and tax policy
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (6)
   See also Journal Article in Journal of Economic Behavior & Organization (2021)
6. Heterogeneous speculators and stock market dynamics: A simple agent-based computational model
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (8)

2019

7. Housing markets, expectation formation and interest rates
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (8)
   See also Journal Article in Macroeconomic Dynamics (2022)
8. Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps
   Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini
9. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (9)
   See also Journal Article in Journal of Economic Behavior & Organization (2021)

2018

10. Interactions between stock, bond and housing markets
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (24)
    See also Journal Article in Journal of Economic Dynamics and Control (2018)
11. Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group
    See also Journal Article in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2019)
12. Steady states, stability and bifurcations in multi-asset market models
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (7)
    See also Journal Article in Decisions in Economics and Finance (2018)

2017

13. Market entry waves and volatility outbursts in stock markets
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (10)
    See also Journal Article in Journal of Economic Behavior & Organization (2018)
14. On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (9)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
15. Stability and welfare effects of profit taxes within an evolutionary market interaction model
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (11)
    See also Journal Article in Review of International Economics (2018)

2016

16. Herding behavior and volatility clustering in financial markets
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (14)
    See also Journal Article in Quantitative Finance (2017)
17. Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (15)
    See also Journal Article in Journal of Evolutionary Economics (2017)

2015

18. Evolutionary competition and profit taxes: market stability versus tax burden
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (17)
    See also Journal Article in Macroeconomic Dynamics (2018)
19. Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (17)
20. Managing rational routes to randomness
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (15)
    See also Journal Article in Journal of Economic Behavior & Organization (2015)
21. Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (15)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)

2013

22. Positive welfare effects of trade barriers in a dynamic equilibrium model
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (16)
23. Speculative behavior and the dynamics of interacting stock markets
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (16)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)

2012

24. Agent-based models for economic policy design: Two illustrative examples
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (32)
25. The bull and bear market model of Huang and Day: Some extensions and new results
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (17)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2011

26. A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
    Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods View citations (3)
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2015)
27. Interactions between the real economy and the stock market
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (5)
28. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (11)
29. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (17)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)
30. Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (1)

2010

31. Interacting cobweb markets
    Post-Print, HAL View citations (24)
    See also Journal Article in Journal of Economic Behavior & Organization (2010)
32. On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
    Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini View citations (42)
    See also Journal Article in Journal of Economic Behavior & Organization (2010)

2009

33. A simple agent-based financial market model: Direct interactions and comparisons of trading profits
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (21)
34. A simple model of a speculative housing market
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (17)
    See also Journal Article in Journal of Evolutionary Economics (2012)
35. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2010)
36. Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (16)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)
37. Some effects of transaction taxes under different microstructures
    Post-Print, HAL View citations (63)
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2007) View citations (11)
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia (2009) View citations (54)
    See also Journal Article in Journal of Economic Behavior & Organization (2009)

2008

38. A 'bull and bear' model of interacting ?financial markets. Part I: dynamics in one and two dimensions
    Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini
39. A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions
    Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini
40. Analysing tax evasion dynamics via the Ising model
    Papers, arXiv.org View citations (2)
    See also Journal Article in Journal of Economic Interaction and Coordination (2009)

2005

41. Butter Mountains, Milk Lakes and Optimal Price Limiters
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
    See also Journal Article in Applied Economics Letters (2007)

2004

42. A behavioral cobweb model with heterogeneous speculators
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
43. Commodity Markets, Price Limiters and Speculative Price Dynamics
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)
44. Market depth and price dynamics: A note
    Papers, arXiv.org View citations (4)
    See also Journal Article in International Journal of Modern Physics C (IJMPC) (2004)
45. Target Zone Interventions and Coordination of Expectations
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (2)
    See also Journal Article in Journal of Optimization Theory and Applications (2006)
46. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (10)
    See also Journal Article in Journal of Economic Dynamics and Control (2006)

2003

47. Multi-Asset Market Dynamics
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (4)
    See also Journal Article in Macroeconomic Dynamics (2004)
48. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
    CFS Working Paper Series, Center for Financial Studies
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2003) View citations (71)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2003)
49. Tobin tax and market depth
    Papers, arXiv.org View citations (8)
    See also Journal Article in Quantitative Finance (2005)

2002

50. Heterogeneous Expectations, Exchange Rate Dynamics and Predictability
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (6)
    See also Journal Article in Journal of Economic Behavior & Organization (2007)
51. Heterogeneous Traders and the Tobin Tax
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)
    See also Journal Article in Journal of Evolutionary Economics (2003)
52. Representativeness of News and Exchange Rate Dynamics
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)

2001

53. Expectations Driven Distortions in the Foreign Exchange Market
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (1)
    Also in CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2001) View citations (1)
    See also Journal Article in Journal of Economic Behavior & Organization (2003)

2000

54. EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM
    Computing in Economics and Finance 2000, Society for Computational Economics

Undated

55. Exchange rate dynamics, central bank interventions and chaos control methods
    Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics View citations (17)
    See also Journal Article in Journal of Economic Behavior & Organization (2005)
56. Spill-over dynamics of central bank interventions
    Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics
    See also Journal Article in German Economic Review (2004)

Journal Articles

2022

1. HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES
   Macroeconomic Dynamics, 2022, 26, (2), 491-532
   See also Working Paper (2019)
2. On the destabilizing nature of capital gains taxes
   International Review of Financial Analysis, 2022, 83, (C)
3. Production delays, technology choice and cyclical cobweb dynamics
   Chaos, Solitons & Fractals, 2022, 156, (C) View citations (1)
   See also Working Paper (2021)
4. Speculative housing markets and rent control: insights from nonlinear economic dynamics
   Journal of Economic Interaction and Coordination, 2022, 17, (1), 141-163 View citations (1)

2021

5. Heterogeneous expectations, housing bubbles and tax policy
   Journal of Economic Behavior & Organization, 2021, 183, (C), 555-573 View citations (7)
   See also Working Paper (2020)
6. Pricking asset market bubbles
   Finance Research Letters, 2021, 38, (C) View citations (2)
7. Speculative asset price dynamics and wealth taxes
   Decisions in Economics and Finance, 2021, 44, (2), 641-667 View citations (3)
   See also Working Paper (2021)
8. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets
   Journal of Economic Behavior & Organization, 2021, 192, (C), 117-136 View citations (1)
   See also Working Paper (2019)

2020

9. Stability conditions for three-dimensional maps and their associated bifurcation types
   Applied Economics Letters, 2020, 27, (13), 1056-1060 View citations (7)

2019

10. Different compositions of aggregate sentiment and their impact on macroeconomic stability
    Economic Modelling, 2019, 76, (C), 117-127 View citations (2)
11. Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2019, 239, (4), 757-760
12. Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2019, 239, (4), 627-660 View citations (1)
    See also Working Paper (2018)
13. Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model
    Economics Letters, 2019, 176, (C), 43-46 View citations (6)

2018

14. EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN
    Macroeconomic Dynamics, 2018, 22, (8), 2007-2031
    See also Working Paper (2015)
15. Interactions between stock, bond and housing markets
    Journal of Economic Dynamics and Control, 2018, 91, (C), 43-70 View citations (24)
    See also Working Paper (2018)
16. Market entry waves and volatility outbursts in stock markets
    Journal of Economic Behavior & Organization, 2018, 153, (C), 19-37 View citations (2)
    See also Working Paper (2017)
17. Stability and welfare effects of profit taxes within an evolutionary market interaction model
    Review of International Economics, 2018, 26, (3), 691-708 View citations (1)
    See also Working Paper (2017)
18. Steady states, stability and bifurcations in multi-asset market models
    Decisions in Economics and Finance, 2018, 41, (2), 357-378 View citations (7)
    See also Working Paper (2018)

2017

19. Herding behaviour and volatility clustering in financial markets
    Quantitative Finance, 2017, 17, (8), 1187-1203 View citations (21)
    See also Working Paper (2016)
20. Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models
    Journal of Evolutionary Economics, 2017, 27, (5), 1041-1070 View citations (14)
    See also Working Paper (2016)
21. On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations
    Journal of Economic Dynamics and Control, 2017, 80, (C), 34-53 View citations (12)
    See also Working Paper (2017)
22. Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems
    Journal of Economic Behavior & Organization, 2017, 135, (C), 15-38 View citations (13)
    See also Working Paper (2015)
23. TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS
    Journal of Economic Surveys, 2017, 31, (5), 1152-1182 View citations (30)

2016

24. Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach
    Journal of Economic Dynamics and Control, 2016, 71, (C), 21-44 View citations (24)
25. Stock market participation and endogenous boom-bust dynamics
    Economics Letters, 2016, 148, (C), 72-75 View citations (8)

2015

26. A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities
    Mathematics and Computers in Simulation (MATCOM), 2015, 108, (C), 16-40 View citations (7)
    See also Working Paper (2011)
27. Managing rational routes to randomness
    Journal of Economic Behavior & Organization, 2015, 116, (C), 157-173 View citations (15)
    See also Working Paper (2015)
28. Symmetry breaking in a bull and bear financial market model
    Chaos, Solitons & Fractals, 2015, 79, (C), 57-72 View citations (5)

2014

29. One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
    Decisions in Economics and Finance, 2014, 37, (1), 27-51 View citations (8)
30. Positive welfare effects of trade barriers in a dynamic partial equilibrium model
    Journal of Economic Dynamics and Control, 2014, 48, (C), 246-264 View citations (10)
31. Speculative behavior and the dynamics of interacting stock markets
    Journal of Economic Dynamics and Control, 2014, 45, (C), 262-288 View citations (27)
    See also Working Paper (2013)

2013

32. The bull and bear market model of Huang and Day: Some extensions and new results
    Journal of Economic Dynamics and Control, 2013, 37, (11), 2351-2370 View citations (15)
    See also Working Paper (2012)

2012

33. A simple model of a speculative housing market
    Journal of Evolutionary Economics, 2012, 22, (2), 303-329 View citations (49)
    See also Working Paper (2009)
34. Converse trading strategies, intrinsic noise and the stylized facts of financial markets
    Quantitative Finance, 2012, 12, (3), 425-436 View citations (14)
35. Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-30 View citations (2)
    See also Working Paper (2009)
36. Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model
    Journal of Evolutionary Economics, 2012, 22, (2), 251-273 View citations (2)
37. Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach
    Discrete Dynamics in Nature and Society, 2012, 2012, 1-21 View citations (3)
38. Introduction to the Current Issue
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-1
39. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1193-1211 View citations (185)
    See also Working Paper (2011)

2011

40. Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map
    Computational Economics, 2011, 38, (3), 329-347 View citations (14)

2010

41. A behavioral cobweb-like commodity market model with heterogeneous speculators
    Economic Modelling, 2010, 27, (5), 1136-1143 View citations (7)
42. Consumer sentiment and countercyclical fiscal policies
    International Review of Applied Economics, 2010, 24, (5), 609-618 View citations (5)
43. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2010, 4, 1-26 View citations (3)
    See also Working Paper (2009)
44. Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates
    Journal of Economic Dynamics and Control, 2010, 34, (4), 743-764 View citations (62)
45. Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations
    Journal of Economic Dynamics and Control, 2010, 34, (2), 246-257 View citations (37)
46. Interacting cobweb markets
    Journal of Economic Behavior & Organization, 2010, 75, (3), 461-481 View citations (26)
    See also Working Paper (2010)
47. On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
    Journal of Economic Behavior & Organization, 2010, 74, (3), 187-205 View citations (40)
    See also Working Paper (2010)

2009

48. A Metzlerian business cycle model with nonlinear heterogeneous expectations
    Economic Modelling, 2009, 26, (3), 715-720 View citations (3)
49. Analysing tax evasion dynamics via the Ising model
    Journal of Economic Interaction and Coordination, 2009, 4, (1), 1-14 View citations (34)
    See also Working Paper (2008)
50. Some effects of transaction taxes under different microstructures
    Journal of Economic Behavior & Organization, 2009, 72, (3), 850-863 View citations (62)
    See also Working Paper (2009)
51. The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets
    Discrete Dynamics in Nature and Society, 2009, 2009, 1-30 View citations (4)

2008

52. Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over
    Structural Change and Economic Dynamics, 2008, 19, (3), 249-259 View citations (9)
53. Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario
    Applied Economics Letters, 2008, 15, (15), 1201-1205 View citations (4)
54. Controlling tax evasion fluctuations
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (23), 5857-5861 View citations (16)
55. HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL
    Metroeconomica, 2008, 59, (1), 47-56 View citations (3)
56. Regulating complex dynamics in firms and economic systems
    Chaos, Solitons & Fractals, 2008, 38, (3), 911-919 View citations (2)
57. The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2008, 228, (2-3), 195-227 View citations (62)

2007

58. A note on interactions-driven business cycles
    Journal of Economic Interaction and Coordination, 2007, 2, (1), 85-91 View citations (7)
59. Butter mountains, milk lakes and optimal price limiters
    Applied Economics Letters, 2007, 14, (15), 1131-1136 View citations (1)
    See also Working Paper (2005)
60. Commodity price cycles and heterogeneous speculators: a STAR–GARCH model
    Empirical Economics, 2007, 33, (2), 231-244 View citations (50)
61. Heterogeneous expectations, exchange rate dynamics and predictability
    Journal of Economic Behavior & Organization, 2007, 64, (1), 111-128 View citations (62)
    See also Working Paper (2002)
62. On central bank interventions and transaction taxes
    Applied Financial Economics Letters, 2007, 3, (1), 11-14 View citations (2)

2006

63. Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies
    Journal of Public Economic Theory, 2006, 8, (5), 821-838 View citations (8)
64. Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 1-17 View citations (3)
65. Samuelson's multiplier-accelerator model revisited
    Applied Economics Letters, 2006, 13, (2), 89-92 View citations (24)
66. TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS
    International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (02), 227-244 View citations (7)
67. THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS
    International Journal of Modern Physics C (IJMPC), 2006, 17, (02), 299-304 View citations (2)
68. Target Zone Interventions and Coordination of Expectations
    Journal of Optimization Theory and Applications, 2006, 128, (2), 453-467 View citations (4)
    See also Working Paper (2004)
69. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
    Journal of Economic Dynamics and Control, 2006, 30, (2), 293-322 View citations (145)
    See also Working Paper (2004)

2005

70. CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY
    Advances in Complex Systems (ACS), 2005, 08, (02n03), 209-215
71. Commodity markets, price limiters and speculative price dynamics
    Journal of Economic Dynamics and Control, 2005, 29, (9), 1577-1596 View citations (80)
    See also Working Paper (2004)
72. Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market
    Physica A: Statistical Mechanics and its Applications, 2005, 349, (3), 641-648 View citations (53)
73. Exchange rate dynamics, central bank interventions and chaos control methods
    Journal of Economic Behavior & Organization, 2005, 58, (1), 117-132 View citations (23)
    See also Working Paper
74. Heterogeneous traders, price-volume signals, and complex asset price dynamics
    Discrete Dynamics in Nature and Society, 2005, 2005, 1-11 View citations (1)
75. Representativeness of news and exchange rate dynamics
    Journal of Economic Dynamics and Control, 2005, 29, (4), 677-689 View citations (41)
    See also Working Paper (2002)
76. Tobin tax and market depth
    Quantitative Finance, 2005, 5, (2), 213-218 View citations (42)
    See also Working Paper (2003)

2004

77. Does liquidity in the FX market depend on volatility?
    Economics Bulletin, 2004, 6, (10), 1-8 View citations (1)
78. Greed, fear and stock market dynamics
    Physica A: Statistical Mechanics and its Applications, 2004, 343, (C), 635-642 View citations (13)
79. MARKET DEPTH AND PRICE DYNAMICS: A NOTE
    International Journal of Modern Physics C (IJMPC), 2004, 15, (07), 1005-1012 View citations (2)
    See also Working Paper (2004)
80. MULTIASSET MARKET DYNAMICS
    Macroeconomic Dynamics, 2004, 8, (5), 596-616 View citations (61)
    See also Working Paper (2003)
81. Spillover Dynamics of Central Bank Interventions
    German Economic Review, 2004, 5, (4), 435-450 View citations (6)
    Also in German Economic Review, 2004, 5, (4), 435-450 (2004) View citations (2)
    See also Working Paper

2003

82. BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC
    International Journal of Theoretical and Applied Finance (IJTAF), 2003, 06, (08), 829-837 View citations (3)
83. Central bank intervention and feedback traders
    Journal of International Financial Markets, Institutions and Money, 2003, 13, (5), 419-427 View citations (3)
84. Expectations driven distortions in the foreign exchange market
    Journal of Economic Behavior & Organization, 2003, 51, (3), 389-412 View citations (28)
    See also Working Paper (2001)
85. Heterogeneous traders and the Tobin tax
    Journal of Evolutionary Economics, 2003, 13, (1), 53-70 View citations (70)
    See also Working Paper (2002)
86. Market-maker, inventory control and foreign exchange dynamics
    Quantitative Finance, 2003, 3, (5), 363-369 View citations (19)
87. Modeling Exchange Rate Behavior with a Genetic Algorithm
    Computational Economics, 2003, 21, (3), 209-229 View citations (12)
88. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (4), 1-15 View citations (73)
    See also Working Paper (2003)
89. Speculative markets and the effectiveness of price limits
    Journal of Economic Dynamics and Control, 2003, 28, (3), 493-508 View citations (57)

Chapters

2009

1. Exchange Rate Dynamics: A Nonlinear Survey
   Chapter 11 in Handbook of Research on Complexity, 2009 View citations (20)

2006

2. Expectations and the Multiplier-Accelerator Model
   Springer View citations (7)