Comment on `Some Evidence that a Tobin Tax on Foreign Exchange Transactions may Increase Volatility'
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- Westerhoff Frank H., 2008. "The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 195-227, April.
- Sirnes Espen, 2022. "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, vol. 73(1), pages 57-77, April.
- Pellizzari, Paolo & Westerhoff, Frank, 2009.
"Some effects of transaction taxes under different microstructures,"
Journal of Economic Behavior & Organization, Elsevier, vol. 72(3), pages 850-863, December.
- Paolo Pelizzari & Frank Westerhoff, 2007. "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series 212, Quantitative Finance Research Centre, University of Technology, Sydney.
- Paolo Pellizzari & Frank Westerhoff, 2009. "Some effects of transaction taxes under different microstructures," Working Papers 190, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Paolo Pellizzari & Frank Westerhoff, 2009. "Some effects of transaction taxes under different microstructures," Post-Print hal-00727590, HAL.
- repec:zbw:bofrdp:2006_011 is not listed on IDEAS
- Markku Lanne & Timo Vesala, 2010.
"The effect of a transaction tax on exchange rate volatility,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 123-133.
- Markku Lanne & Timo Vesalay, 2005. "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers ECO2005/19, European University Institute.
- Lanne, Markku & Vesala, Timo, 2006. "The effect of a transaction tax on exchange rate volatility," Bank of Finland Research Discussion Papers 11/2006, Bank of Finland.
- Damette, Olivier, 2016.
"Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(6), pages 1600-1622, September.
- Olivier Damette, 2013. "Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment," Working Papers of BETA 2013-07, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Olivier Damette, 2016. "Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment," Post-Print hal-01601393, HAL.
- Francis Bismans & Olivier Damette, 2012. "La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie," Working Papers of BETA 2012-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Hanke, Michael & Huber, Jürgen & Kirchler, Michael & Sutter, Matthias, 2010.
"The economic consequences of a Tobin tax--An experimental analysis,"
Journal of Economic Behavior & Organization, Elsevier, vol. 74(1-2), pages 58-71, May.
- Michael Hanke & Jürgen Huber & Michael Kirchler & Matthias Sutter, 2007. "The economic consequences of a Tobin tax - An experimental analysis," Working Papers 2007-18, Faculty of Economics and Statistics, Universität Innsbruck.
- Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012.
"The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?,"
The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
- Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers 313, Banque de France.
- Markku Lanne & Timo Vesala, 2010.
"The effect of a transaction tax on exchange rate volatility,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 123-133.
- Markku Lanne & Timo Vesalay, 2005. "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers ECO2005/19, European University Institute.
- Lanne, Markku & Vesala, Timo, 2006. "The effect of a transaction tax on exchange rate volatility," Research Discussion Papers 11/2006, Bank of Finland.
- Olivier Damette & Beum-Jo Park, 2015. "Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 996-1022, November.
- Mannaro, Katiuscia & Marchesi, Michele & Setzu, Alessio, 2008. "Using an artificial financial market for assessing the impact of Tobin-like transaction taxes," Journal of Economic Behavior & Organization, Elsevier, vol. 67(2), pages 445-462, August.
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