The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach FH Westerhoff, R Dieci Journal of Economic Dynamics and Control 30 (2), 293-322, 2006 | 255 | 2006 |
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest R Franke, F Westerhoff Journal of Economic Dynamics and Control 36 (8), 1193-1211, 2012 | 235 | 2012 |
The use of agent-based financial market models to test the effectiveness of regulatory policies FH Westerhoff Jahrbücher für Nationalökonomie und Statistik 228 (2-3), 195-227, 2008 | 175 | 2008 |
Multiasset market dynamics FH Westerhoff Macroeconomic Dynamics 8 (5), 596-616, 2004 | 161 | 2004 |
Economics crisis T Lux, F Westerhoff Nature Physics 5 (1), 2-3, 2009 | 157 | 2009 |
Commodity markets, price limiters and speculative price dynamics XZ He, FH Westerhoff Journal of Economic Dynamics and Control 29 (9), 1577-1596, 2005 | 155 | 2005 |
Heterogeneous expectations, exchange rate dynamics and predictability S Manzan, FH Westerhoff Journal of economic behavior & Organization 64 (1), 111-128, 2007 | 153 | 2007 |
Heterogeneous traders and the Tobin tax F Westerhoff Journal of Evolutionary Economics 13, 53-70, 2003 | 147 | 2003 |
Speculative markets and the effectiveness of price limits F Westerhoff Journal of Economic Dynamics and Control 28 (3), 493-508, 2003 | 144 | 2003 |
A simple model of a speculative housing market R Dieci, F Westerhoff Journal of Evolutionary Economics 22, 303-329, 2012 | 131 | 2012 |
Analysing tax evasion dynamics via the Ising model G Zaklan, F Westerhoff, D Stauffer Journal of Economic Interaction and Coordination 4, 1-14, 2009 | 130 | 2009 |
Some effects of transaction taxes under different microstructures P Pellizzari, F Westerhoff Journal of Economic Behavior & Organization 72 (3), 850-863, 2009 | 126 | 2009 |
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model S Reitz, F Westerhoff Empirical Economics 33, 231-244, 2007 | 113 | 2007 |
Nonlinearities and cyclical behavior: the role of chartists and fundamentalists FH Westerhoff, S Reitz Studies in Nonlinear Dynamics & Econometrics 7 (4), 2003 | 112 | 2003 |
Samuelson's multiplier–accelerator model revisited FH Westerhoff Applied Economics Letters 13 (2), 89-92, 2006 | 104 | 2006 |
Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates R Dieci, F Westerhoff Journal of Economic Dynamics and Control 34 (4), 743-764, 2010 | 102 | 2010 |
Exchange rate dynamics: A nonlinear survey FH Westerhoff Handbook of research on complexity, 2009 | 97 | 2009 |
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market F Westerhoff, S Reitz Physica A: Statistical Mechanics and its Applications 349 (3-4), 641-648, 2005 | 96 | 2005 |
Estimation of a structural stochastic volatility model of asset pricing R Franke, F Westerhoff Computational Economics 38, 53-83, 2011 | 93 | 2011 |
Representativeness of news and exchange rate dynamics S Manzan, F Westerhoff Journal of Economic Dynamics and Control 29 (4), 677-689, 2005 | 88 | 2005 |