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3. Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model. (2015). Portugal Duarte, António ; Andrade, João.
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   RePEc:gmf:wpaper:2015-01.

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4. Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?. (2013). Portugal Duarte, António ; Andrade, João.
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   RePEc:gmf:wpaper:2013-03..

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2. Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong.
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   In: International Review of Financial Analysis.
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9. Trading Heterogeneity Under Information Uncertainty. (2016). Zheng, Huanhuan.
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17. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
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18. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
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19. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
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20. Optimal monetary policy in a new Keynesian model with animal spirits and financial markets. (2014). Wohltmann, Hans-Werner ; Lengnick, Matthias.
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    RePEc:zbw:cauewp:201412.

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21. Probability Analysis of Exchange Rate Target Zones. (2014). Liu, Qin ; Zhao, Huimin ; Gong, Fuzhou ; Peng, Fangping.
    In: International Journal of Financial Research.
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22. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
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23. Market Ecologies: The Interaction and Profitability of Technical Trading Strategies. (2013). Ladley, Daniel ; Jackson, Antony.
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24. Exchange rate expectations of chartists and fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
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25. Exchange Rate Expectations of Chartists and Fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
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26. Exchange rate expectations of chartists and fundamentalists. (2012). Menkhoff, Lukas ; Dick, Christian.
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27. Nonlinear Expectations in Speculative Markets. (2012). Reitz, Stefan ; Rulke, Jan ; Stadtmann, Georg.
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28. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
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29. A simple model of a speculative housing market. (2012). Westerhoff, Frank ; Dieci, Roberto.
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30. Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
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31. Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
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32. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2011). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
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33. Testing the bounds: Empirical behavior of target zone fundamentals. (2011). Miller, J..
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34. Nonlinear exchange rate dynamics under stochastic official intervention. (2011). LEE, HSIU-YUN .
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35. The heterogeneous expectations hypothesis: Some evidence from the lab. (2011). Hommes, Cars.
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36. Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone. (2010). Portugal Duarte, António ; Andrade, João.
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    RePEc:voj:journl:v:57:y:2010:i:3:p:261-282.

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37. A Euro Peg System as an Alternative for the Chinese Exchange Rate Regime. (2010). Lee, Kang-Soek.
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38. The heterogeneous expectations hypothesis: some evidence from the lab. (2010). Hommes, Cars.
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39. Exchange Rate Target Zones: A Survey of the Literature. (2010). Portugal Duarte, António ; Andrade, João.
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40. Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates. (2010). Westerhoff, Frank ; Dieci, Roberto.
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    RePEc:eee:dyncon:v:34:y:2010:i:4:p:743-764.

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41. Testing the Bounds: Empirical Behavior of Target Zone Fundamentals. (2009). Miller, J..
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42. Can a stochastic cusp catastrophe model explain stock market crashes?. (2009). Vošvrda, Miloslav ; Baruník, Jozef.
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    RePEc:eee:dyncon:v:33:y:2009:i:10:p:1824-1836.

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