References

This folder holds the following references to publications, sorted by year and author.

There are 55 references in this bibliography folder.

Franke, R and Westerhoff, F (2009).
Validation of a Structural Stochastic Volatility Model of Asset Pricing
University Kiel, University Bamberg, Working Paper.

Ghonghadze, J and Lux, T (2009).
Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach
Kiel Institute for the World Economy, Kiel Working Papers(1487).

R Development Core Team (2009).
R: A Language and Environment for Statistical Computing
R Foundation for Statistical Computing, Vienna, Austria.

Demary, M (2008).
Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-term Investors?
Jahrbuecher fuer Nationaloekonomie und Statistik, 228(2+3):228-250.

Haber, G (2008).
Monetary and Fiscal Policy Analysis With an Agent-Based Macroeconomic Model
Jahrbuecher fuer Nationaloekonomie und Statistik, 228(2+3):276-295.

Lux, T (2008).
Stochastic Behavioral Asset Pricing Models and the Stylized Facts
Kiel Institute for the World Economy, Kiel Working Papers(1426).

Lux, T (2008).
Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey
Kiel Institute for the World Economy, Kiel Working Papers(1424).

Weidlich, A and Veit, D (2008).
Agent-Based Simulations for Electricity Market Regulation Advice: Procedures and An Example
Jahrbuecher fuer Nationaloekonomie und Statistik, 228(2+3):149-172.

Westerhoff, F (2008).
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies
Jahrbuecher fuer Nationaloekonomie und Statistik, 228(2+3):195-227.

Westerhoff, F (2008).
Exchange Rate Dynamics: A Nonlinear Survey
In: Handbook of Complexity Research, ed. by J.B. Rosser, Cheltenham: Elgar.

Lux, T (2007).
Applications of Statistical Physics in Finance and Economics
Christian-Albrechts-University of Kiel, Department of Economics, Economics Working Papers(2007,05).

Pelizzari, P and Westerhoff, F (2007).
Some Effects of Transaction Taxes Under Different Microstructures
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Series(212).

Winker, P, Gilli, M, and Jeleskovic, V (2007).
An Objective Function for Simulation Based Inference on Exchange Rate Data
Swiss Finance Institute, Swiss Finance Institute Research Paper Series(07-01).

De Grauwe, P and Grimaldi, M (2006).
Exchange Rate Puzzles: A Tale of Switching Attractors
European Economic Review, 50(1):1-33.

Hau, H (2006).
The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
Journal of the European Economic Association, 4(4):862-890.

Hommes, C (2006).
Heterogeneous Agents Models in Economics and Finance
In: Handbook of Computational Economics 2: Agent-Based Computational Economics, ed. by L. Tesfatsion and K. Judd, Amsterdam: North-Holland.

LeBaron, B (2006).
Agent-based Computational Finance
In: Handbook of Computational Economics, ed. by Leigh Tesfatsion and Kenneth L. Judd, vol. 2, chap. 24, pp. 1187-1233, Elsevier. Handbook of Computational Economics.

Menkhoff, L and Taylor, M (2006).
The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis
University of Warwick, Department of Economics, The Warwick Economics Research Paper Series (TWERPS)(769).

Westerhoff, F (2006).
Technical Analysis Based on Price-Volume Signals and The Power of Trading Breaks
International Journal of Theoretical and Applied Finance (IJTAF), 9(02):227-244.

Alfarano, S, Lux, T, and Wager, F (2005).
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
Computational Economics, 26(1):19-49.

Boswijk, P, Hommes, C, and Manzan, S (2005).
Behavioral Heterogeneity in Stock Prices
Tinbergen Institute, Tinbergen Institute Discussion Papers(05-052/1).

Wieland, C and Westerhoff, F (2005).
Exchange Rate Dynamics, Central Bank Interventions and Chaos Control Methods
Journal of Economic Behavior and Organization, 58(1):117-132.

Westerhoff, F (2004).
The Effectiveness of Keynes-Tobin Transaction Taxes When Heterogeneous Agents Can Trade in Different Markets: A Behavioral Finance Approach
Society for Computational Economics, Computing in Economics and Finance 2004(14).

Westerhoff, F and Wieland, C (2004).
Spillover Dynamics of Central Bank Interventions
German Economic Review, 5(4):435-450.

Aliber, R, Chowdhry, B, and Yan, S (2003).
Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility
Review of Finance, 7(3):481-510.