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Animal spirits in the foreign exchange market

Citations

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Cited by:

  1. Marwil J. Davila-Fernandez & Serena Sordi, 2025. "FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier," Papers 2508.02252, arXiv.org.
  2. Mignot, Sarah & Westerhoff, Frank H., 2023. "Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model," BERG Working Paper Series 189, Bamberg University, Bamberg Economic Research Group.
  3. Fausto Cavalli & Ahmad Naimzada & Nicol`o Pecora & Marina Pireddu, 2018. "Agents' beliefs and economic regimes polarization in interacting markets," Papers 1805.00387, arXiv.org.
  4. Deniz Erdemlioglu & Nikola Gradojevic, 2021. "Heterogeneous investment horizons, risk regimes, and realized jumps," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 617-643, January.
  5. Kotb Naira & Brenneisen Jan-Niklas & Lengnick Matthias & Proaño Christian R. & Wohltmann Hans-Werner, 2024. "Spillover Effects Between the Stock Market and the Real Economy in a Mixed-Frequency Agent-Based Macrofinancial Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 244(4), pages 331-350.
  6. Di Francesco, Tommaso & Hommes, Cars, 2025. "Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, vol. 175(C).
  7. Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle, 2014. "The intra-day impact of communication on euro-dollar volatility and jumps," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 131-154.
  8. Blagov, Boris & Funke, Michael, 2019. "The Regime-Dependent Evolution Of Credibility: A Fresh Look At Hong Kong'S Linked Exchange Rate System," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2434-2468, September.
  9. Mignot, Sarah, 2025. "Coevolution of stock prices and their perceived fundamental value," BERG Working Paper Series 200, Bamberg University, Bamberg Economic Research Group.
  10. Boris Blagov & Michael Funke, 2016. "The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 895-914, December.
  11. Naimzada, Ahmad & Pireddu, Marina, 2015. "Real and financial interacting markets: A behavioral macro-model," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 111-131.
  12. Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023. "How Shocks Affect Markets: A Novel Dynamical Macroeconomic Model to Explain Adjustment of Markets and Equilibria," MPRA Paper 126297, University Library of Munich, Germany, revised 01 Jan 2024.
  13. Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2025. "On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.
  14. Sarah Mignot, 2025. "Coevolution of stock prices and their perceived fundamental value," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(2), pages 1669-1692, December.
  15. Boris Blagov & Michael Funke, 2016. "The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 895-914, December.
  16. Sarah Mignot & Frank Westerhoff, 2025. "Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model," Computational Economics, Springer;Society for Computational Economics, vol. 65(2), pages 845-876, February.
  17. F. Cavalli & A. Naimzada & N. Pecora & M. Pireddu, 2021. "Market sentiment and heterogeneous agents in an evolutive financial model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1189-1219, September.
  18. Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza def090, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  19. Cavalli, Fausto & Naimzada, Ahmad & Pecora, Nicolò & Pireddu, Marina, 2018. "Market sentiment and heterogeneous fundamentalists in an evolutive financial market mode," MPRA Paper 90289, University Library of Munich, Germany.
  20. Federico Bassi & Raquel Ramos & Dany Lang, 2023. "Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates," Journal of Evolutionary Economics, Springer, vol. 33(2), pages 429-472, April.
  21. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.
  22. Robert Calvert Jump & Engelbert Stockhammer, 2023. "Building blocks of a heterodox business cycle theory," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 46(2), pages 334-358, April.
  23. Michele Gori & Giorgio Ricchiuti, 2018. "A dynamic exchange rate model with heterogeneous agents," Journal of Evolutionary Economics, Springer, vol. 28(2), pages 399-415, April.
  24. F. Cavalli & A. Naimzada & N. Pecora, 2022. "A stylized macro-model with interacting real, monetary and stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 225-257, January.
  25. F. Cavalli & A. Naimzada & M. Pireddu, 2017. "An evolutive financial market model with animal spirits: imitation and endogenous beliefs," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1007-1040, November.
  26. Giovanni Campisi & Anastasiia Panchuk & Fabio Tramontana, 2024. "A discontinuous model of exchange rate dynamics with sentiment traders," Annals of Operations Research, Springer, vol. 337(3), pages 913-935, June.
  27. Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
  28. Lengnick, Matthias & Wohltmann, Hans-Werner, 2016. "Optimal monetary policy in a new Keynesian model with animal spirits and financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 148-165.
  29. Blagov, Boris & Funke, Michael, 2019. "The Regime-Dependent Evolution Of Credibility: A Fresh Look At Hong Kong'S Linked Exchange Rate System," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2434-2468, September.
  30. Naimzada, Ahmad & Pireddu, Marina, 2020. "Eductive stability may not imply evolutionary stability in the presence of information costs," Economics Letters, Elsevier, vol. 186(C).
  31. Hanchao Liu, 2020. "When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 373-408, June.
  32. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach," Department of Economics 0186, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  33. Giovanni Campisi & Silvia Muzzioli, 2020. "Fundamentalists heterogeneity and the role of the sentiment indicator," Department of Economics 0167, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  34. Charpe, Matthieu & Kühn, Stefan, 2015. "Demand and supply effects of bargaining power shocks," Economic Modelling, Elsevier, vol. 51(C), pages 21-32.
  35. Ahmad Naimzada & Marina Pireddu, 2014. "Real and financial interacting oscillators: a behavioral macro-model with animal spirits," Working Papers 268, University of Milano-Bicocca, Department of Economics, revised Feb 2014.
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