Herding behaviour and volatility clustering in financial markets N Schmitt, F Westerhoff Quantitative Finance 17 (8), 1187-1203, 2017 | 79 | 2017 |
Speculative behavior and the dynamics of interacting stock markets N Schmitt, F Westerhoff Journal of Economic Dynamics and Control 45, 262-288, 2014 | 48 | 2014 |
Interactions between stock, bond and housing markets R Dieci, N Schmitt, F Westerhoff Journal of Economic Dynamics and Control 91, 43-70, 2018 | 43 | 2018 |
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models N Schmitt, F Westerhoff Journal of Evolutionary Economics 27, 1041-1070, 2017 | 43 | 2017 |
Heterogeneous expectations and asset price dynamics N Schmitt Macroeconomic Dynamics 25 (6), 1538-1568, 2021 | 28 | 2021 |
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems N Schmitt, J Tuinstra, F Westerhoff Journal of Economic Behavior & Organization 135, 15-38, 2017 | 25 | 2017 |
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations N Schmitt, F Westerhoff Journal of Economic Dynamics and Control 80, 34-53, 2017 | 22 | 2017 |
Heterogeneous expectations, housing bubbles and tax policy C Martin, N Schmitt, F Westerhoff Journal of Economic Behavior & Organization 183, 555-573, 2021 | 20 | 2021 |
Managing rational routes to randomness N Schmitt, F Westerhoff Journal of Economic Behavior & Organization 116, 157-173, 2015 | 19 | 2015 |
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model N Schmitt, I Schwartz, F Westerhoff The European Journal of Finance 28 (13-15), 1263-1282, 2022 | 16 | 2022 |
Causes of fragile stock market stability L Gardini, D Radi, N Schmitt, I Sushko, F Westerhoff Journal of Economic Behavior & Organization 200, 483-498, 2022 | 16 | 2022 |
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets N Schmitt, F Westerhoff Journal of Economic Behavior & Organization 192, 117-136, 2021 | 16 | 2021 |
Stability conditions for three-dimensional maps and their associated bifurcation types M Lines, N Schmitt, F Westerhoff Applied Economics Letters 27 (13), 1056-1060, 2020 | 15 | 2020 |
Housing markets, expectation formation and interest rates C Martin, N Schmitt, F Westerhoff Macroeconomic Dynamics 26 (2), 491-532, 2022 | 13 | 2022 |
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1,-2,-3 for 3D maps L Gardini, N Schmitt, I Sushko, F Tramontana, F Westerhoff Journal of Difference Equations and Applications 27 (4), 557-578, 2021 | 13 | 2021 |
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions L Gardini, D Radi, N Schmitt, I Sushko, F Westerhoff Journal of Economic Dynamics and Control 145, 104545, 2022 | 12 | 2022 |
Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model N Schmitt, F Westerhoff Economics Letters 176, 43-46, 2019 | 12 | 2019 |
Market entry waves and volatility outbursts in stock markets I Blaurock, N Schmitt, F Westerhoff Journal of Economic Behavior & Organization 153, 19-37, 2018 | 12 | 2018 |
Stock market participation and endogenous boom-bust dynamics N Schmitt, F Westerhoff Economics Letters 148, 72-75, 2016 | 11 | 2016 |
Perception of fundamental values and financial market dynamics: mathematical insights from a 2D piecewise linear map L Gardini, D Radi, N Schmitt, I Sushko, F Westerhoff SIAM Journal on Applied Dynamical Systems 21 (4), 2314-2337, 2022 | 9 | 2022 |