create a website

The effects of a financial transaction tax in an artificial financial market. (2013). Fricke, Daniel ; Lux, Thomas.
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1868.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 71

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Market stability vs. Market resilience : Regulatory policies experiments in an agent based model with low-and high -frequency trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:16012.

    Full description at Econpapers || Download paper

  2. Are transaction taxes a cause of financial instability?. (2016). tolotti, marco ; Fontini, Fulvio ; Sartori, Elena .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:450:y:2016:i:c:p:57-70.

    Full description at Econpapers || Download paper

  3. SMC-ABC methods for the estimation of stochastic simulation models of the limit order book. (2015). Panayi, Efstathios ; Peters, Gareth W. ; Septier, Francois .
    In: Papers.
    RePEc:arx:papers:1504.05806.

    Full description at Econpapers || Download paper

  4. Global Taxes and International Taxation: Mirage and Reality. (2014). Bird, Richard.
    In: International Center for Public Policy Working Paper Series, at AYSPS, GSU.
    RePEc:ays:ispwps:paper1429.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. (2000): Volatility Clustering in Financial Markets: a Microsimulation of Interacting Agents, International Journal of Theoretical and Applied Finance, 3(4), 169196.
    Paper not yet in RePEc: Add citation now
  2. (2004a): Speculative Dynamics, Feedback Traders and Transaction Taxes: a Note, Review of Economics, 55, 190195.
    Paper not yet in RePEc: Add citation now
  3. Allen, H., and M. P. Taylor (1990): Charts, Noise and Fundamentals in the London Foreign Exchange Market, The Economic Journal, 100(400), 4959.

  4. Anufriev, M., and G. Bottazzi (2004): Asset Pricing Model with Heterogeneous Investment Horizons, LEM Papers Series 2004/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

  5. Aoki, M. (2002): Open Models of Share Markets with Two Dominant Types of Participants, Journal of Economic Behavior & Organization, 49(2), 199216.

  6. Aoki, M., and H. Yoshikawa (2007): Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  7. Bae, K.-H., H. Jang, and K. S. Park (2003): Traders' choice between limit and market orders: evidence from NYSE stocks, Journal of Financial Markets, 6(4), 517538.

  8. Bak, P., M. Paczuski, and M. Shubik (1997): Price Variations in a Stock Market with many Agents, Physica A: Statistical and Theoretical Physics, 246(3-4), 430 453.

  9. Baltagi, B., D. Li, and Q. Li (2006): Transaction Tax and Stock Market Behavior: Evidence from an Emerging Market, Empirical Economics, 31(2), 393408.

  10. Beja, A., and M. B. Goldman (1980): On the Dynamic Behavior of Prices in Disequilibrium, Journal of Finance, 35(2), 23548.

  11. Biais, B., P. Hillion, and C. Spatt (1995): An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse, Journal of Finance, 50(5), 165589.

  12. Bordo, M., B. Eichengreen, D. Klingebiel, and M. S. MartinezPeria (2001): Is the Crisis Problem Growing More Severe?, Economic Policy, 16(32), 5182.

  13. Bouchaud, J.-P., A. Matacz, and M. Potters (2001): The Leverage Eect in Financial Markets: Retarded Volatility and Market Panic, Science & Finance (CFM) working paper archive 0101120, Science & Finance, Capital Fund Management.

  14. Bouchaud, J.-P., J. D. Farmer, and F. Lillo (2008): How Markets Slowly Digest Changes in Supply and Demand, In: Handbook of Financial Markets (Eds.: T. Hens and K. R. Schenk-Hoppe), Ch. 2. North Holland.

  15. Bouchaud, J.-P., J. Kockelkoren, and M. Potters (2004): Random Walks, Liquidity Molasses and Critical Response in Financial Markets, Science & Finance (CFM) working paper archive 500063, Science & Finance, Capital Fund Management.

  16. Bouchaud, J.-P., M. Mézard, and M. Potters (2002): Statistical Properties of Stock Order Books: Empirical Results and Models, Quantitative Finance, 2(4), 251256.

  17. Bouchaud, J.-P., Y. Gefen, M. Potters, and M. Wyart (2003): Fluctuations and Response in Financial Markets: The Subtle Nature of `Random' Price Changes, Science & Finance (CFM) working paper archive 0307332, Science & Finance, Capital Fund Management.

  18. Brogaard, J. (2010): High Frequency Trading and its Impact on Market Quality, Social Science Research Network Working Paper Series.
    Paper not yet in RePEc: Add citation now
  19. Cao, C., O. Hansch, and X. Wang (2008): Order Placement Strategies In A Pure Limit Order Book Market, Journal of Financial Research, 31(2), 113140.

  20. Challet, D., and R. Stinchcombe (2001): Analyzing and Modelling 1+1d Markets, Physica A, 300(1-2), 285299.
    Paper not yet in RePEc: Add citation now
  21. Challet, D., and Y. C. Zhang (1997): Emergence of Cooperation and Organization in an Evolutionary Game, Physica A: Statistical and Theoretical Physics, 246(3-4), 407 418.

  22. Chiarella, C., and G. Iori (2002): A Simulation Analysis of the Microstructure of Double Auction Markets, Quantitative Finance, 2(5), 346 353.

  23. Chiarella, C., G. Iori, and J. Perello (2009): The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows, Journal of Economic Dynamics and Control, 33(3), 525537.

  24. Cliff, D., and J. Bruten (1997): Zero is Not Enough: On the Lower Limit of Agent Intelligence for Continuous Double Auction Markets, Technical Report HPL-97-141, Hewlett-Packard Laboratories.
    Paper not yet in RePEc: Add citation now
  25. Daniels, M. G., J. Doyne Farmer, L. Gillemot, G. Iori, and E. Smith (2001): A Quantitative Model of Trading and Price Formation in Financial Markets, ArXiv Condensed Matter e-prints.
    Paper not yet in RePEc: Add citation now
  26. Demary, M. (2010): Transaction Taxes and Traders with Heterogeneous Investment Horizons in an Agent-Based Financial Market Model, Economics: The Open-Access, Open-Assessment E-Journal, 4(2010-8).

  27. Ehrenstein, G. (2002): Cont-Bouchaud Percolation Model Including Tobin tax, International Journal of Modern Physics, 13, 13231331.

  28. Farmer, J. D., and F. Lillo (2004): On the Origin of Power Law Tails in Price Fluctuations, Quantitative Finance, 4(1), 711.

  29. Farmer, J. D., L. Gillemot, F. Lillo, S. Mike, and A. Sen (2004): What Really Causes Large Price Changes?, Quantitative Finance, 4(4), 383397.

  30. Foucault, T., O. Kadan, and E. Kandel (2005): Limit Order Book as a Market for Liquidity, Review of Financial Studies, 18(4), 11711217.

  31. Franke, R. (2008): On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization, Economics Working Papers 2008,13, Christian-Albrechts-University of Kiel, Department of Economics.

  32. Franke, R., and F. Westerhoff (2012): Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest, Journal of Economic Dynamics and Control, 36(8), 1193 1211.

  33. Franke, R., and T. Asada (2008): Incorporating Positions Into Asset Pricing Models With Order-Based Strategies, Journal of Economic Interaction and Coordination, 3(2), 201227.

  34. Fricke, D. (2013): Coping with the Complexity of Financial Markets, Phd thesis, Christian-Albrechts-Universität Kiel.
    Paper not yet in RePEc: Add citation now
  35. Giardina, I., and J.-P. Bouchaud (2003): Volatility Clustering in Agent Based Market Models, Physica A: Statistical Mechanics and its Applications, 324(1-2), 6 16.

  36. Gigerenzer, G. (2008): Gut Feelings: The Intelligence of the Unconscious. Penguin (Non-Classics).
    Paper not yet in RePEc: Add citation now
  37. Gode, D. K., and S. Sunder (1993): Allocative Eciency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality, Journal of Political Economy, 101(1), 11937.

  38. Hanke, M., J. Huber, M. Kirchler, and M. Sutter (2010): The Economic Consequences of a Tobin Tax - An Experimental Analysis, Journal of Economic Behavior and Organization, 74, 5871.

  39. Harris, L. (2003): Trading and Exchanges - Market Microstructure for Practitioners. Oxford University Press.
    Paper not yet in RePEc: Add citation now
  40. Harris, L., and J. Hasbrouck (1996): Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy, Journal of Financial and Quantitative Analysis, 31(02), 213231.

  41. Hau, H. (2006): The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse, Journal of the European Economic Association, 4(4), 862890.

  42. Hill, B. M. (1975): A Simple General Approach to Inference About the Tail of a Distribution, The Annals of Statistics, 3(5), 11631174.
    Paper not yet in RePEc: Add citation now
  43. Jackson, P., and A. O'Donnell (1985): The Eects of Stamp Duty on Equity Transactions and Prices in the UK Stock Exchange, Discussion Paper 25, Bank of England.
    Paper not yet in RePEc: Add citation now
  44. Jones, C. M., and P. J. Seguin (1997): Transaction Costs and Price Volatility: Evidence from Commission Deregulation, American Economic Review, 87(4), 72837.

  45. Keynes, J. M. (1936): The General Theory of Employment, Interest and Money. Macmillan, London.
    Paper not yet in RePEc: Add citation now
  46. Kirchler, M., J. Huber, and D. Kleinlercher (2012): Market Microstructure Matters When Imposing a Tobin Tax. Evidence from the Laboratory Experiments, Journal of Economic Behavior and Organization, 80, 586602.
    Paper not yet in RePEc: Add citation now
  47. LeBaron, B., W. B. Arthur, and R. Palmer (1999): Time Series Properties of an Articial Stock Market, Journal of Economic Dynamics and Control, 23(9-10), 14871516.

  48. Lillo, F. (2007): Limit order Placement as an Utility Maximization Problem and the Origin of Power Law Distribution of Limit Order Prices, The European Physical Journal B, 55(4), 453459.

  49. Lux, T. (2008): Stochastic Behavioral Asset Pricing Models and the Stylized Facts, In: Handbook of Financial Markets (Eds.: T. Hens and K. R. Schenk-Hoppe), Ch. 3. North Holland.

  50. Lux, T., and M. Marchesi (1999): Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market, Nature, (397), 498500.

  51. Lux, T., and S. Schornstein (2005): Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets, Journal of Mathematical Economics, 41(1-2), 169196.

  52. Lynch, P., and G. Zumbach (2003): Market Heterogeneities and the Causal Structure of Volatility, Quantitative Finance, 3(4), 320331.

  53. Mannaro, K., M. Marchesi, and A. Setzu (2008): Using an Arti-cial Financial Market for Assessing the Impact of Tobin-like Transaction Taxes, Journal of Economic Behavior & Organization, 67(2), 445462.

  54. Martinez-Jaramillo, S. (2007): Articial Financial Markets: an Agent Based Approach to Reproduce Stylized Facts and to Study the Red Queen Eect, PhD Thesis, Centre for Computational Finance and Economic Agents (CCFEA), University of Essex.
    Paper not yet in RePEc: Add citation now
  55. Menkhoff, L. (1998): The Noise Trading Approach Questionnaire Evidence From Foreign Exchange, Journal of International Money and Finance, 17(3), 547564.

  56. Menkhoff, L., and U. Schmidt (2005): The Use of Trading Strategies by Fund Managers: Some First Survey Evidence, Applied Economics, 37(15), 17191730.

  57. Mike, S., and J. D. Farmer (2008): An Empirical Behavioral Model of Liquidity and Volatility, Journal of Economic Dynamics and Control, 32(1), 200234.

  58. Pellizzari, P., and F. Westerhoff (2009): Some Eects of Transaction Taxes Under Dierent Microstructures, Journal of Economic Behavior & Organization, 72(3), 850863.

  59. Pollin, R., D. Baker, and M. Schaberg (2003): Securities Transaction Taxes for U.S. Financial Markets, Eastern Economic Journal, 29(4), 527 558.

  60. Potters, M., and J.-P. Bouchaud (2003): More Statistical Properties of Order Books and Price Impact, Physica A: Statistical Mechanics and its Applications, 324(1-2), 133 140, Proceedings of the International Econophysics Conference.

  61. Raberto, M., S. Cincotti, S. Focardi, and M. Marchesi (2003): Traders' Long-Run Wealth in an Articial Financial Market, Computational Economics, 22(2), 255272.
    Paper not yet in RePEc: Add citation now
  62. Roll, R. (1989): Price Volatility, International Market Links, and Their Implications for Regulatory Policies, Journal of Financial Service Research, 3, 211246.

  63. Shiller, R. J. (1981): Do Stock Prices Move Too Much to be Justied by Subsequent Changes in Dividends?, American Economic Review, 71(3), 42136.

  64. Thurner, S., J. D. Farmer, and J. Geanakoplos (2012): Leverage Causes Fat Tails and Clustered Volatility, Quantitative Finance, 12(5), 695707.

  65. Tobin, J. (1978): A Proposal for International Monetary Reform, Eastern Economic Journal, 4(3-4), 153159.

  66. Toth, B., Z. Eisler, F. Lillo, J. Bouchaud, J. Kockelkoren, and J. Doyne Farmer (2011): How Does the Market React to Your Order Flow?, ArXiv e-prints.
    Paper not yet in RePEc: Add citation now
  67. Westerhoff, F. (2003): Heterogeneous Traders and The Tobin Tax, Journal of Evolutionary Economics, 13(1), 5370.

  68. Westerhoff, F. H. (2008): The Use of Agent-Based Financial Market Models to Test the Eectiveness of Regulatory Policies, Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 228(2+3), 195227.

  69. Westerhoff, F. H., and R. Dieci (2006): The Eectiveness of KeynesTobin Transaction Taxes when Heterogeneous Agents Can Trade in Different Markets: A behavioral nance approach, Journal of Economic Dynamics and Control, 30(2), 293322.

  70. Zovko, I., and D. Farmer (2002): The Power of Patience: a Behavioural Regularity in Limit-Order Placement, Quantitative Finance, 2(5), 387 392.

  71. Zumbach, G., and P. Lynch (2001): Heterogeneous Volatility Cascade in Financial Markets, Physica A: Statistical Mechanics and its Applications, 298(3-4), 521 529.

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Basic Model of Real-Financial Market Interactions with Heterogeneous Opinion Dynamics. (2016). Veneziani, Roberto ; Charpe, Matthieu ; Hartmann, Florian ; Flaschel, Peter.
    In: Working Papers.
    RePEc:iee:wpaper:wp0104.

    Full description at Econpapers || Download paper

  2. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157.

    Full description at Econpapers || Download paper

  3. Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market. (2014). Taylor, Mark ; HSU, Po-Hsuan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10018.

    Full description at Econpapers || Download paper

  4. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:869.

    Full description at Econpapers || Download paper

  5. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
    In: Working Papers in Economics.
    RePEc:cbt:econwp:13/20.

    Full description at Econpapers || Download paper

  6. On the Predictability of Stock Prices: A Case for High and Low Prices.. (2011). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0136.

    Full description at Econpapers || Download paper

  7. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-11.

    Full description at Econpapers || Download paper

  8. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
    In: Working Papers.
    RePEc:gla:glaewp:2009_25.

    Full description at Econpapers || Download paper

  9. Exchange rate forecasters’ performance: evidence of skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: Working Papers.
    RePEc:gla:glaewp:2009_13.

    Full description at Econpapers || Download paper

  10. Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners views. (2009). Fischer, Andreas ; Isakova, Gulzina ; Termechikov, Ulanbek .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:2:p:98-109.

    Full description at Econpapers || Download paper

  11. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-01.

    Full description at Econpapers || Download paper

  12. Exchange Rate Forecasters Performance: Evidence of Skill?. (2009). Menkhoff, Lukas ; MacDonald, Ronald ; Rebitzky, Rafael R..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2615.

    Full description at Econpapers || Download paper

  13. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:7328.

    Full description at Econpapers || Download paper

  14. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:231.

    Full description at Econpapers || Download paper

  15. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis. (2008). Taylor, Mark ; Reitz, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:1:p:55-76.

    Full description at Econpapers || Download paper

  16. The Stochastic Dynamics of Speculative Prices. (2007). Zheng, Min ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:208.

    Full description at Econpapers || Download paper

  17. Price bubbles sans dividend anchors: Evidence from laboratory stock markets. (2007). Sunder, Shyam ; Hirota, Shinichi .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1875-1909.

    Full description at Econpapers || Download paper

  18. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4245.

    Full description at Econpapers || Download paper

  19. Interacting Agents in Finance. (2006). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060029.

    Full description at Econpapers || Download paper

  20. The Coordination Channel of Foreign Exchange Intervention. (2006). Taylor, Mark ; Reitz, Stefan.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:16.

    Full description at Econpapers || Download paper

  21. Extended evidence on the use of technical analysis in foreign exchange. (2006). Menkhoff, Lukas ; Gehrig, Thomas.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:11:y:2006:i:4:p:327-338.

    Full description at Econpapers || Download paper

  22. A dynamic analysis of moving average rules. (2006). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1729-1753.

    Full description at Econpapers || Download paper

  23. What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey. (2006). Dreger, Christian ; Stadtmann, Georg.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp624.

    Full description at Econpapers || Download paper

  24. Basic Exchange Rate Theories. (2005). Marrewijk, Charles ; van Marrewijk, Charles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050024.

    Full description at Econpapers || Download paper

  25. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan. (2005). Wong, Wing-Keung ; CHONG, Terence Tai Leung ; Du, Jun.
    In: SCAPE Policy Research Working Paper Series.
    RePEc:sca:scaewp:0512.

    Full description at Econpapers || Download paper

  26. The Impact of FX Central Bank Intervention in a Noise Trading Framework. (2005). De Grauwe, Paul ; Beine, Michel ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1520.

    Full description at Econpapers || Download paper

  27. Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan. (2005). Wong, Wing-Keung ; CHONG, Terence Tai Leung ; Du, Jun.
    In: Review of Applied Economics.
    RePEc:ags:reapec:50272.

    Full description at Econpapers || Download paper

  28. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:133.

    Full description at Econpapers || Download paper

  29. The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements. (2004). Macaulay, Alex ; Thomson, Mary ; Henriksen, Karen ; Pollock, Andrew.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:10:y:2004:i:4:p:290-307.

    Full description at Econpapers || Download paper

  30. Do high-tech stock prices revert to their fundamental value?. (2004). Becchetti, Leonardo ; Adriani, Fabrizio.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:7:p:461-476.

    Full description at Econpapers || Download paper

  31. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004365.

    Full description at Econpapers || Download paper

  32. The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket. (2003). Moosa, I A ; Al-Loughani, N E.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:79-84.

    Full description at Econpapers || Download paper

  33. Technical analysis in foreign exchange markets: evidence from the EMS. (2003). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; F. FernÁndez-RodrÍguez, ; J. Andrada-FÉlix, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:113-122.

    Full description at Econpapers || Download paper

  34. Observed and Fundamental Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe. (2003). Becchetti, Leonardo ; Bagella, Michele ; Adriani, Fabrizio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:34.

    Full description at Econpapers || Download paper

  35. Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-278.

    Full description at Econpapers || Download paper

  36. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-276.

    Full description at Econpapers || Download paper

  37. Is Official Exchange Rate Intervention Effective?. (2003). Taylor, Mark.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3758.

    Full description at Econpapers || Download paper

  38. The Effects of Capital Controls on Exchange Rate Volatility and Output. (2002). Shimidt, G. ; Christiane, Nickle ; Frenkel, M. ; Stadtmann, G..
    In: International Economic Journal.
    RePEc:taf:intecj:v:16:y:2002:i:4:p:27-51.

    Full description at Econpapers || Download paper

  39. Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: Working Papers.
    RePEc:mie:wpaper:464.

    Full description at Econpapers || Download paper

  40. Financial returns and efficiency as seen by an artificial technical analyst. (2001). Skouras, Spyros.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:1-2:p:213-244.

    Full description at Econpapers || Download paper

  41. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3024.

    Full description at Econpapers || Download paper

  42. Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?. (2001). Taylor, Mark ; Sarno, Lucio.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:39:y:2001:i:3:p:839-868.

    Full description at Econpapers || Download paper

  43. New results on the rationality of survey measures of exchange-rate expectations. (2000). Osterberg, William P..
    In: Economic Review.
    RePEc:fip:fedcer:y:2000:i:qi:p:14-21.

    Full description at Econpapers || Download paper

  44. Financial Returns and Efficiency as seen by an Artificial Technical Analyst.. (1998). Skouras, Spyros.
    In: Finance.
    RePEc:wpa:wuwpfi:9808001.

    Full description at Econpapers || Download paper

  45. Política Monetaria y Movimiento de Capital en Chile. (1996). Rosende, Francisco.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:33:y:1996:i:98:p:9-46.

    Full description at Econpapers || Download paper

  46. Modelli di determinazione del tasso di cambio: unanalisi di cointegrazione. (1996). Schirru, Elisabetta.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:199610.

    Full description at Econpapers || Download paper

  47. Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature. (1995). Kortian, Tro.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9501.

    Full description at Econpapers || Download paper

  48. Persistent profitability of technical analysis on foreign exchange markets?. (1995). Menkhoff, Lukas ; SCHLUMBERGER, M..
    In: Banca Nazionale del Lavoro Quarterly Review.
    RePEc:psl:bnlqrr:1995:25.

    Full description at Econpapers || Download paper

  49. Persistent profitability of technical analysis on foreign exchange markets?. (1995). Menkhoff, Lukas ; SCHLUMBERGER, M..
    In: BNL Quarterly Review.
    RePEc:psl:bnlaqr:1995:25.

    Full description at Econpapers || Download paper

  50. Daily Bundesbank and Federal Reserve intervention and the conditional variance tale in DM/$-returns. (1992). Eijffinger, Sylvester ; Almekinders, Geert J..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:438.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 15:54:15 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy