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The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
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- Becchetti, L. & Ferrari, M. & Trenta, U., 2014.
"The impact of the French Tobin tax,"
Journal of Financial Stability, Elsevier, vol. 15(C), pages 127-148.
- Leonardo Becchetti & Massimo Ferrari & Ugo Trenta, 2013. "The impact of the French Tobin tax," CEIS Research Paper 266, Tor Vergata University, CEIS, revised 01 Mar 2013.
- Leonardo Becchetti & Massimo Ferrari, 2013. "The impact of the French Tobin tax," Econometica Working Papers wp47, Econometica.
- Becchetti, Leonardo & Ferrari, Massimo & Trenta, Ugo, 2013. "The impact of the French Tobin tax," AICCON Working Papers 118-2013, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.
- Giuliana Passamani & Roberto Tamborini & Matteo Tomaselli, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers 2016/10, Department of Economics and Management.
- 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.
- Frijns, Bart & Zwinkels, Remco C.J., 2020. "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 245-265.
- Aït-Youcef, Camille & Joëts, Marc, 2024. "The role of index traders in the financialization of commodity markets: A behavioral finance approach," Energy Economics, Elsevier, vol. 136(C).
- 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.
- Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2020. "Non-Value-Added Tax to Improve Market Fairness," Working Papers hal-02881064, HAL.
- Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022. "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
- Frank H. Westerhoff, 2009. "Exchange Rate Dynamics: A Nonlinear Survey," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 11, Edward Elgar Publishing.
- Filip Stanek & Jiri Kukacka, 2018.
"The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 865-892, April.
- Jiri Kukacka & Filip Stanek, 2015. "The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market," Working Papers IES 2015/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2015.
- 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.
- Roberto Dieci & Frank Westerhoff, 2012.
"A simple model of a speculative housing market,"
Journal of Evolutionary Economics, Springer, vol. 22(2), pages 303-329, April.
- Dieci, Roberto & Westerhoff, Frank, 2009. "A simple model of a speculative housing market," BERG Working Paper Series 62, Bamberg University, Bamberg Economic Research Group.
- Witte, Björn-Christopher, 2011. "Removing systematic patterns in returns in a financial market model by artificially intelligent traders," BERG Working Paper Series 82, Bamberg University, Bamberg Economic Research Group.
- 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.
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2022.
"The Global Political Economy of a Green Transition,"
Working Papers - Economics
wp2022_22.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2023. "The Global Political Economy of a Green Transition," Working Papers 113, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Fischer, Thomas & Riedler, Jesper, 2014.
"Prices, debt and market structure in an agent-based model of the financial market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
- Fischer, Thomas & Riedler, Jesper, 2012. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58512, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
- Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Fischer, Thomas & Riedler, Jesper, 2014. "Prices, debt and market structure in an agent-based model of the financial market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77240, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Fischer, Thomas & Riedler, Jesper, 2014. "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," FinMaP-Working Papers 21, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Haiwei Chen, 2017. "Real Estate Transfer Taxes and Housing Price Volatility in the United States," International Real Estate Review, Global Social Science Institute, vol. 20(2), pages 207-219.
- Lavička, H. & Lichard, T. & Novotný, J., 2016.
"Sand in the wheels or wheels in the sand? Tobin taxes and market crashes,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
- Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014. "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Gaffeo, Edoardo, 2019.
"Leverage and evolving heterogeneous beliefs in a simple agent-based financial market,"
Finance Research Letters, Elsevier, vol. 29(C), pages 272-279.
- Edoardo Gaffeo, 2018. "Leverage and evolving heterogeneous beliefs in a simple agent-based financial market," DEM Working Papers 2018/03, Department of Economics and Management.
- Matthias Lengnick & Hans-Werner Wohltmann, 2013.
"Agent-based financial markets and New Keynesian macroeconomics: a synthesis,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Leal, Sandrine Jacob & Napoletano, Mauro, 2019.
"Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 15-41.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading," Working Papers hal-03459346, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading," Post-Print hal-01512779, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading," SciencePo Working papers Main hal-03459346, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading," LEM Papers Series 2016/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading," Post-Print hal-01512780, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market stability vs. Market resilience : Regulatory policies experiments in an agent based model with low-and high -frequency trading," Documents de Travail de l'OFCE 2016-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sandrine Jacob Leal & Mauro Napoletano, 2019. "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," Post-Print hal-03403589, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading," Working Papers hal-01512781, HAL.
- Sandrine Jacob Leal & Mauro Napoletano, 2019. "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," SciencePo Working papers Main hal-03403589, HAL.
- Hommes, C.H. & Wagener, F.O.O., 2008.
"Complex evolutionary systems in behavioral finance,"
CeNDEF Working Papers
08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
- Daniel Fricke & Thomas Lux, 2015.
"The effects of a financial transaction tax in an artificial financial market,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 119-150, April.
- Fricke, Daniel & Lux, Thomas, 2013. "The effects of a financial transaction tax in an artificial financial market," Kiel Working Papers 1868, Kiel Institute for the World Economy (IfW Kiel).
- Huber, Jürgen & Kleinlercher, Daniel & Kirchler, Michael, 2012. "The impact of a financial transaction tax on stylized facts of price returns—Evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1248-1266.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai, 2012.
"Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 973-987.
- Xue-Zhong He & Kai Li, 2011. "Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model," Research Paper Series 291, Quantitative Finance Research Centre, University of Technology, Sydney.
- Fabio Tramontana & Laura Gardini & Frank Westerhoff, 2011. "Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 329-347, October.
- Zhenxi Chen & Weihong Huang & Huanhuan Zheng, 2018.
"Estimating heterogeneous agents behavior in a two-market financial system,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 491-510, October.
- Chen, Zhenxi & Huang, Weihong & Zheng, Huanhuan, 2015. "Estimating heterogeneous agents behavior in a two-market financial system," FinMaP-Working Papers 48, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Youwei Li & Bas Donkers & Bertrand Melenberg, 2010.
"Econometric analysis of microscopic simulation models,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1187-1201.
- Youwei Li & Bas Donkers, 2004. "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004 195, Society for Computational Economics.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Discussion Paper 2006-99, Tilburg University, Center for Economic Research.
- Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Other publications TiSEM 1beb5afd-1771-4e7b-a3ea-1, Tilburg University, School of Economics and Management.
- Danuse Nerudova, 2011. "Taxing the financial sector in the European Union," MENDELU Working Papers in Business and Economics 2011-16, Mendel University in Brno, Faculty of Business and Economics.
- Fontini, Fulvio & Sartori, Elena & Tolotti, Marco, 2016. "Are transaction taxes a cause of financial instability?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 57-70.
- 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.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Interactions between stock, bond and housing markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018. "Interactions between stock, bond and housing markets," BERG Working Paper Series 133, Bamberg University, Bamberg Economic Research Group.
- Zhenxi Chen & Stefan Reitz, 2020.
"Dynamics of the European sovereign bonds and the identification of crisis periods,"
Empirical Economics, Springer, vol. 58(6), pages 2761-2781, June.
- Chen, Zhenxi & Reitz, Stefan, 2016. "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers 57, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Veryzhenko, Iryna & Harb, Etienne & Louhichi, Waël & Oriol, Nathalie, 2017.
"The impact of the French financial transaction tax on HFT activities and market quality,"
Economic Modelling, Elsevier, vol. 67(C), pages 307-315.
- Iryna Veryzhenko & Etienne Harb & Waël Louhichi & Nathalie Oriol, 2017. "The Impact of the French Financial Transaction Tax on HFT Activities and Market Quality," GREDEG Working Papers 2017-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2018.
"Steady states, stability and bifurcations in multi-asset market models,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 357-378, November.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series 136, Bamberg University, Bamberg Economic Research Group.
- He, Xue-Zhong & Li, Youwei, 2015.
"Testing of a market fraction model and power-law behaviour in the DAX 30,"
Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
- Xue-Zhong He & Youwei Li, 2015. "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series 354, Quantitative Finance Research Centre, University of Technology, Sydney.
- Cafferata, Alessia & Tramontana, Fabio, 2019. "A financial market model with confirmation bias," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 252-259.
- Sandrine Jacob Leal & Mauro Napoletano, 2017. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading," Post-Print hal-01768876, HAL.
- Luigi Bonatti & Lorenza Lorenzetti, 2016. "The co-evolution of tax evasion, social capital and policy responses: A theoretical approach," DEM Working Papers 2016/08, Department of Economics and Management.
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021.
"Speculative asset price dynamics and wealth taxes,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 641-667, December.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021. "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series 169, Bamberg University, Bamberg Economic Research Group.
- Biondo, Alessio Emanuele & Mazzarino, Laura & Pluchino, Alessandro, 2024. "Trading strategies and Financial Performances: A simulation approach," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Efstathios Panayi & Gareth W. Peters, 2015. "Stochastic simulation framework for the limit order book using liquidity-motivated agents," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-52.
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"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.
- Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017. "Assessing the impact of an EU financial transactions tax on asset volatility: An event study," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 12-24.
- Alonso, Miguel A. & Rallo, Juan Ramón & Romero, Alberto, 2013. "El efecto de los impuestos a las transacciones financieras en la estabilidad de los mercados de capital. Un debate sin resolver," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(317), pages 207-231, enero-mar.
- Schmitt, Noemi & Westerhoff, Frank, 2021.
"Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 117-136.
- Schmitt, Noemi & Westerhoff, Frank H., 2019. "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," BERG Working Paper Series 151, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Westerhoff, Frank, 2011. "On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets," BERG Working Paper Series 79, Bamberg University, Bamberg Economic Research Group.
- Thornton Matheson, 2012. "Security transaction taxes: issues and evidence," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(6), pages 884-912, December.
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"Do stylised facts of order book markets need strategic behaviour?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 817-831, April.
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- Jürgen Huber & Michael Kirchler & Daniel Kleinlercher & Matthias Sutter, 2017. "Market versus Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax," Economic Journal, Royal Economic Society, vol. 127(605), pages 610-631, October.
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"A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations,"
Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 50-67.
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- Corrado Di Guilmi & Giorgos Galanis & Christian Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Working Papers 106, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
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"Behavioral heterogeneity in the option market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2273-2287, November.
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- Bart Frijns & Thorsten Lehnert & Remco C.J. Zwinkels, 2010. "Behavioral heterogeneity in the option market," Post-Print hal-00736742, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
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"An evolutionary CAPM under heterogeneous beliefs,"
Annals of Finance, Springer, vol. 9(2), pages 185-215, May.
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- Schmitt, Noemi & Westerhoff, Frank, 2014.
"Speculative behavior and the dynamics of interacting stock markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 262-288.
- Schmitt, Noemi & Westerhoff, Frank, 2013. "Speculative behavior and the dynamics of interacting stock markets," BERG Working Paper Series 90, Bamberg University, Bamberg Economic Research Group.
- repec:bla:ecinqu:v:51:y:2013:i:3:p:1731-1749 is not listed on IDEAS
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"Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-26.
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- Noemi Schmitt & Frank Westerhoff, 2017.
"Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1041-1070, November.
- Schmitt, Noemi & Westerhoff, Frank, 2016. "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," BERG Working Paper Series 111, Bamberg University, Bamberg Economic Research Group.
- Westerhoff, Frank & Franke, Reiner, 2012. "Agent-based models for economic policy design: Two illustrative examples," BERG Working Paper Series 88, Bamberg University, Bamberg Economic Research Group.
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"Exchange rate dynamics in a target zone--A heterogeneous expectations approach,"
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