According to the chartist-fundamentalist approach, exchange rate fluctuations are at least partially driven by the interactions of heterogeneous boundedly rational speculators who use different trading strategies to determine their orders. This framework is guided by the observation that professional foreign exchange market participants indeed rely on both technical and fundamental analysis rules. Our goal is to survey such models and discuss some key mechanisms which may produce endogenous complex exchange rate dynamics
This thesis consists of four papers, of which paper 1 and 4 are co-written with Mikael Bask. Paper [...
This report describes the results of an initial exercise to explore the stylized facts of the dynami...
none2We develop a discrete-time model in which the stock markets of two countries are linked via and...
We develop a nonlinear exchange rate model with heterogeneous agents. Some agents adopt a "fundament...
We develop a behavioral exchange rate model with chartists and fundamentalists to study cyclical beh...
In this paper it is shown that relatively simple models are capable of generating exchange rate move...
A monetary model of the exchange rate is constructed in which “fundamentalists†and “chartistsâ...
We develop a simple theoretical model in which chartists and fundamentalists interact. The model pre...
Abstract Over the last 15 years, exchange rate movements have been smoother and slower than expecte...
We develop a simple theoretical model in which chartists and fundamentalists interact. The model pre...
We analyse the workings of a simple non-linear exchange rate model in which agents hold different be...
In the present paper, we investigate the complex dynamics arising from a behavioral exchange rate di...
We seek to integrate flow traders into the chartist-fundamentalist approach. While chartists extrapo...
We present a simple behavioral model with chartists and fundamentalists and analyze their trading be...
We present a simple behavioral model with chartists and fundamentalists and analyze their trading be...
This thesis consists of four papers, of which paper 1 and 4 are co-written with Mikael Bask. Paper [...
This report describes the results of an initial exercise to explore the stylized facts of the dynami...
none2We develop a discrete-time model in which the stock markets of two countries are linked via and...
We develop a nonlinear exchange rate model with heterogeneous agents. Some agents adopt a "fundament...
We develop a behavioral exchange rate model with chartists and fundamentalists to study cyclical beh...
In this paper it is shown that relatively simple models are capable of generating exchange rate move...
A monetary model of the exchange rate is constructed in which “fundamentalists†and “chartistsâ...
We develop a simple theoretical model in which chartists and fundamentalists interact. The model pre...
Abstract Over the last 15 years, exchange rate movements have been smoother and slower than expecte...
We develop a simple theoretical model in which chartists and fundamentalists interact. The model pre...
We analyse the workings of a simple non-linear exchange rate model in which agents hold different be...
In the present paper, we investigate the complex dynamics arising from a behavioral exchange rate di...
We seek to integrate flow traders into the chartist-fundamentalist approach. While chartists extrapo...
We present a simple behavioral model with chartists and fundamentalists and analyze their trading be...
We present a simple behavioral model with chartists and fundamentalists and analyze their trading be...
This thesis consists of four papers, of which paper 1 and 4 are co-written with Mikael Bask. Paper [...
This report describes the results of an initial exercise to explore the stylized facts of the dynami...
none2We develop a discrete-time model in which the stock markets of two countries are linked via and...