1. Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Brianzoni, Serena ; Ansori, Moch Fandi ; Campisi, Giovanni.
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2. Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry strategies. (2023). Bekiros, Stelios ; Mou, Jun ; Jahanshahi, Hadi ; Laarem, Guessas ; Al-Barakati, Abdullah A.
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3. Stochastic sensitivity of bull and bear states. (2022). Perevalova, Tatyana ; Jungeilges, Jochen ; Maklakova, Elena.
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4. Asset price dynamics in a “bull and bear market”. (2021). Perevalova, Tatyana ; Jungeilges, Jochen ; Maklakova, Elena.
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5. Dynamical analysis of a financial market with fundamentalists, chartists, and imitators. (2020). Campisi, Giovanni ; Brianzoni, Serena.
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6. Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Dercole, Fabio ; Radi, Davide.
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7. A financial market model with confirmation bias. (2019). Tramontana, Fabio ; Cafferata, Alessia.
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8. Entry limitations and heterogeneous tolerances in a Schelling-like segregation model. (2015). Gardini, Laura ; Radi, Davide.
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9. The role of constraints in a segregation model: The symmetric case. (2014). Gardini, Laura ; Avrutin, Viktor ; Radi, Davide.
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10. Superstable credit cycles and U-sequence. (2014). Matsuyama, Kiminori ; Gardini, Laura ; Sushko, Iryna.
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11. Does the uptick rule stabilize the stock market? Insights from Adaptive Rational Equilibrium Dynamics. (2014). Radi, Davide ; Dercole, Fabio.
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12. Border collision bifurcations in boom and bust cycles. (2013). Kubin, Ingrid ; Gardini, Laura.
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13. The bull and bear market model of Huang and Day: Some extensions and new results. (2013). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
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14. Border Collision Bifurcations in Boom and Bust Cycles. (2012). Kubin, Ingrid ; Gardini, Laura.
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15. Border Collision Bifurcations in Boom and Bust Cycles. (2012). Kubin, Ingrid ; Gardini, Laura.
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16. Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality. (2012). Grosche, Stephanie .
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1. Price Dynamics and Market Volatility: Behavioral Heterogeneity under Switching Trading Strategies on Artificial Financial Market. (2015). Boujelbene, Younes ; Rekik, Yosra Mefteh .
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2. Learning from experience in the stock market. (2015). Nuño Barrau, Galo ; Nakov, Anton ; Nuo, Galo.
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3. Estimation of ergodic agent-based models by simulated minimum distance. (2015). Richiardi, Matteo ; Grazzini, Jakob.
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4. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2014). Hommes, Cars.
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5. Identifying booms and busts in house prices under heterogeneous expectations. (2014). van der Leij, Marco ; Bolt, Wilko ; Demertzis, Maria ; Diks, Cees.
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6. Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges.
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7. Strategy switching in the Japanese stock market. (2013). Yamamoto, Ryuichi ; Hirata, Hideaki.
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8. Indirect estimation of agent-based models.An application to a simple diffusion model.. (2012). Richiardi, Matteo ; Grazzini, Jakob ; Sella, Lisa.
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9. Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana.
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10. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds. (2012). Kim, Hyeongwoo ; Beard, Thomas ; Anderson, Seth ; Stern, Liliana .
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11. Interactions between the real economy and the stock market. (2011). Westerhoff, Frank.
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12. Estimating Micromotives from Macrobehavior. (2011). Grazzini, Jakob ; Jakob, Grazzini .
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13. Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics. (2011). Rovira Kaltwasser, Pablo ; Lyrio, Marco ; Houssa, Romain ; Dewachter, Hans ; Lyrio, Marco & Kaltwasser, Pablo Rovira, .
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14. New models of trader beliefs and their application for explaining financial bubbles. (2011). Chen, Zhiping ; Duan, Qihong.
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15. An analysis of the effect of noise in a heterogeneous agent financial market model. (2011). Zheng, Min.
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16. The heterogeneous expectations hypothesis: Some evidence from the lab. (2011). Hommes, Cars.
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17. Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed el hédi Arouri, .
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18. Consistent Estimation of Agent Based Models. (2011). Grazzini, Jakob.
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19. Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices. (2011). van der Leij, Marco ; Diks, Cees ; Demertzis, Maria ; Bolt, Wilko ; Diks, C. G. H., .
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20. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments. (2011). Hommes, Cars ; Anufriev, Mikhail.
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21. Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS. (2010). Zwinkels, Remco ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., ; de Jong, Eelke.
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22. On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders. (2010). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
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23. Endogenous housing market cycles. (2010). Borgersen, Trond-Arne ; Wennemo, Tom ; Sommervoll, Dag Einar.
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24. Optimal premium policy of an insurance firm: Full and partial information. (2010). Wu, Zhen ; Huang, Jianhui ; Wang, Guangchen.
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25. Oil price dynamics: A behavioral finance approach with heterogeneous agents. (2010). Zwinkels, Remco ; ter Ellen, Saskia ; Zwinkels, Remco C. J., .
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26. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
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27. Financial crises and interacting heterogeneous agents. (2010). Zheng, Huanhuan ; Huang, Weihong ; Chia, Wai-Mun.
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28. Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates. (2010). Westerhoff, Frank ; Dieci, Roberto.
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29. Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations. (2010). Westerhoff, Frank ; Lines, Marji.
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30. Behavioral heterogeneity in the option market. (2010). Zwinkels, Remco ; Lehnert, Thorsten ; Frijns, Bart ; Zwinkels, Remco C. J., .
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31. Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations. (2009). Westerhoff, Frank ; Lines, Marji.
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32. The relationship between risk attitudes and heuristics in search tasks: A laboratory experiment. (2009). Winter, Joachim ; Schunk, Daniel.
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33. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
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34. Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence. (2009). Schunk, Daniel.
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35. Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. (2009). Salmon, Mark ; Kozhan, Roman.
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36. Exchange rates and fundamentals under adaptive learning. (2009). Kim, Young Se .
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37. Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis. (2009). Zwinkels, Remco ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., ; de Jong, Eelke.
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38. More hedging instruments may destabilize markets. (2009). Wagener, Florian ; Hommes, Cars ; Brock, William ; Wagener, F. O. O., .
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39. Can a stochastic cusp catastrophe model explain stock market crashes?. (2009). Vošvrda, Miloslav ; Baruník, Jozef.
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40. Behavioral Heterogeneity in the Option Market. (2009). Zwinkels, Remco ; Lehnert, Thorsten ; Frijns, Bart.
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41. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, .
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42. More Hedging Instruments may destablize Markets. (2008). Wagener, Florian ; Hommes, Cars ; Brock, William.
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43. Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?. (2008). Demary, Markus.
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44. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
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45. Informational differences and learning in an asset market with boundedly rational agents. (2008). Dindo, Pietro ; Diks, Cees.
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46. Estimating the intensity of choice in a dynamic mutual fund allocation decision. (2008). Mizrach, Bruce ; Goldbaum, David.
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47. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
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48. A note on interactions-driven business cycles. (2007). Westerhoff, Frank ; Hohnisch, Martin.
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49. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
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50. Informational differences and learning in an asset market with boundedly rational agents. (2006). Dindo, Pietro ; Diks, Cees.
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