Target zone interventions and coordination of expectations

DOI10.1007/S10957-006-9027-6zbMath1178.91231OpenAlexW2049420722MaRDI QIDQ850929

Stefan Reitz, C. Wieland, Frank H. Westerhoff

Publication date: 7 November 2006

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-006-9027-6

zbMATH Keywords

heterogeneous agentscentral bank interventionsForeign exchange marketstechnical and fundamental analysis

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions ⋮ Exchange rate dynamics in a target zone-A heterogeneous expectations approach

Cites Work

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• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Time series properties of an artificial stock market
• Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
• Controlling chaos
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
• The Dynamic Interaction of Speculation and Diversification

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