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• Casper G. de Vries

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Paper provided by Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER) in its series Papers with number 94-002.

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Length: 57 pages
Date of creation: 1994
Date of revision:
Handle: RePEc:fth:purkib:94-002

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Keywords: exchange rate;

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1. Thomas Lux, 2008. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts," Kiel Working Papers 1426, Kiel Institute for the World Economy. [Downloadable!]
2. Anders Johansen & Didier Sornette, 2000. "The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash," Quantitative Finance Papers cond-mat/0004263, arXiv.org, revised May 2000. [Downloadable!]
3. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008,08, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
4. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005. "Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model," Computational Economics, Springer, vol. 26(1), pages 19-49, August. [Downloadable!] (restricted)
5. Thomas Lux & D. Sornette, 1999. "On Rational Bubbles and Fat Tails," Quantitative Finance Papers cond-mat/9910141, arXiv.org. [Downloadable!]
6. Y. Malevergne & D. Sornette, 2001. "Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation," Quantitative Finance Papers cond-mat/0101371, arXiv.org. [Downloadable!]
7. Sidney Caetano & Guilherme Moura & Sergio Da Silva, 2004. "Big Mac Parity, Income, and Trade," International Finance 0407011, EconWPA. [Downloadable!]
   Other versions:
   • Sidney Caetano & Guilherme Moura & Sergio Da Silva, 2004. "Big Mac parity, income, and trade," Economics Bulletin, Economics Bulletin, vol. 6(12), pages 1-8. [Downloadable!]
8. Y. Malevergne & D. Sornette, 2001. "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Quantitative Finance Papers cond-mat/0111310, arXiv.org. [Downloadable!]
9. Marian Micu, 2005. "Extracting expectations from currency option prices: a comparison of methods," Computing in Economics and Finance 2005 226, Society for Computational Economics. [Downloadable!]
10. Alfarano, Simone & Lux, Thomas, 2003. "A minimal noise trader model with realistic time series properties," Economics Working Papers 2003,15, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Other versions:
    • Alfarano, Simone & Lux, Thomas, 2006. "A minimal noise trader model with realistic time series properties," Economics Working Papers 2006,11, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
11. Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience," Working Papers 55, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Other versions:
    • Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience," WIFO Working Papers 168, WIFO. [Downloadable!]
    • Brandner, Peter & Grech, Harald & Stix, Helmut, 2006. "The effectiveness of central bank intervention in the EMS: The post 1993 experience," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 580-597, June. [Downloadable!] (restricted)
12. D. Sornette, 2000. ""Slimming" of power law tails by increasing market returns," Quantitative Finance Papers cond-mat/0010112, arXiv.org, revised Sep 2001. [Downloadable!]
13. Alfarano, Simone & Lux, Thomas, 2005. "A noise trader model as a generator of apparent financial power laws and long memory," Economics Working Papers 2005,13, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    Other versions:
    • Alfarano, Simone & Lux, Thomas, 2007. "A Noise Trader Model As A Generator Of Apparent Financial Power Laws And Long Memory," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 80-101, November. [Downloadable!]

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