|
2017
|
Monetary Policy and Debt Deflation: Some Computational Experiments
|
Macroeconomic Dynamics
|
C
|
2
|
|
2016
|
Chasing trends at the micro-level: The effect of technical trading on order book dynamics
|
Journal of Banking & Finance
|
B
|
2
|
|
2016
|
Stochastic correlation and risk premia in term structure models
|
Journal of Empirical Finance
|
C
|
3
|
|
2016
|
The Return–Volatility Relation in Commodity Futures Markets
|
Journal of Futures Markets
|
C
|
4
|
|
2015
|
Learning, information processing and order submission in limit order markets
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2015
|
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
|
Journal of Empirical Finance
|
C
|
4
|
|
2014
|
Volatility swaps and volatility options on discretely sampled realized variance
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2014
|
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2013
|
Humps in the volatility structure of the crude oil futures market: New evidence
|
Energy Economics
|
A
|
4
|
|
2012
|
Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability
|
Journal of Economic Behavior and Organization
|
B
|
4
|
|
2012
|
Estimating behavioural heterogeneity under regime switching
|
Journal of Economic Behavior and Organization
|
B
|
4
|
|
2012
|
Structural contagion and vulnerability to unexpected liquidity shortfalls
|
Journal of Economic Behavior and Organization
|
B
|
4
|
|
2012
|
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market
|
Macroeconomic Dynamics
|
C
|
3
|
|
2011
|
Stock‐flow Interactions, Disequilibrium Macroeconomics and the Role of Economic Policy
|
Journal of Economic Surveys
|
C
|
6
|
|
2011
|
An analysis of the effect of noise in a heterogeneous agent financial market model
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2011
|
The financial instability hypothesis: A stochastic microfoundation framework
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2011
|
Small traders in currency futures markets
|
Journal of Futures Markets
|
C
|
2
|
|
2010
|
Preface
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2009
|
The impact of heterogeneous trading rules on the limit order book and order flows
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2007
|
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2007
|
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
|
Journal of Futures Markets
|
C
|
2
|
|
2006
|
A re-evaluation of adaptive expectations in light of global nonlinear dynamic analysis
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2006
|
A dynamic analysis of moving average rules
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2006
|
Asset price and wealth dynamics in a financial market with heterogeneous agents
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2006
|
An analysis of the cobweb model with boundedly rational heterogeneous producers
|
Journal of Economic Behavior and Organization
|
B
|
4
|
|
2006
|
Keynesian dynamics and the wage-price spiral: A baseline disequilibrium model
|
Journal of Macroeconomics
|
C
|
4
|
|
2005
|
Evaluation of American strangles
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2004
|
Dynamic oligopolies without full information and with continuously distributed time lags
|
Journal of Economic Behavior and Organization
|
B
|
2
|
|
2003
|
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2003
|
The Dynamics of Keynesian Monetary Growth
|
Macroeconomic Dynamics
|
C
|
3
|
|
2003
|
Heterogeneous Beliefs, Risk, and Learning in a Simple Asset-Pricing Model with a Market Maker
|
Macroeconomic Dynamics
|
C
|
2
|
|
2003
|
The jump component of the volatility structure of interest rate futures markets: An international comparison
|
Journal of Futures Markets
|
C
|
2
|
|
2002
|
Speculative behaviour and complex asset price dynamics: a global analysis
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2000
|
High order disequilibrium growth dynamics: Theoretical aspects and numerical features
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1999
|
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
1998
|
Dynamics of Natural Rates of Growth and Employment
|
Macroeconomic Dynamics
|
C
|
2
|
|
1996
|
Real and monetary cycles in models of Keynes-Wicksell type
|
Journal of Economic Behavior and Organization
|
B
|
2
|
|
1992
|
Economic dynamics : Wei-Bin Zhang, (Lecture Notes in Economics and Mathematical Systems, Springer Verlag, 1990) vol. 350, pp. x+232, DM 45 (paper)
|
Journal of Economic Behavior and Organization
|
B
|
1
|
|
1989
|
Innovation and the transfer of technology : A leader-follower model
|
Economic Modeling
|
C
|
3
|
|
1988
|
The cobweb model: Its instability and the onset of chaos
|
Economic Modeling
|
C
|
1
|
|
1986
|
Perfect foresight models and the dynamic instability problem from a higher viewpoint
|
Economic Modeling
|
C
|
1
|