Do foreign exchange fund managers behave like heterogeneous agents?
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References listed on IDEAS
- Patrick McGuire & Goetz von Peter, 2009. "The US dollar shortage in global banking and the international policy response," BIS Working Papers 291, Bank for International Settlements.
- repec:dau:papers:123456789/7743 is not listed on IDEAS
- Patrick McGuire & Goetz von Peter, 2009. "The US dollar shortage in global banking," BIS Quarterly Review, Bank for International Settlements, March.
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- repec:eee:dyncon:v:85:y:2017:i:c:p:21-45 is not listed on IDEAS
- Michael Frenkel & Matthias Mauch & Jan-Christoph Rülke, 2017. "Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?," WHU Working Paper Series - Economics Group 17-04, WHU - Otto Beisheim School of Management.
- Kukacka, Jiri & Barunik, Jozef, 2017.
"Estimation of financial agent-based models with simulated maximum likelihood,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 85(C), pages 21-45.
- Kukacka, Jiri & Barunik, Jozef, 2016. "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers 63, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Saskia ter Ellen & Willem F.C. Verschoor, 2017. "Heterogeneous beliefs and asset price dynamics: a survey of recent evidence," Working Paper 2017/22, Norges Bank.
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