International finance from macroeconomics to econophysics
By: Sergio da Silva, editor.
Contributors: Silva, Sergio da.
Publisher: Nova Science Publishers
Published: 2005
Place of publication: New York, N.Y
Language: eng
Subjects: International finance -- Mathematical models; Foreign exchange -- Mathematical models; Foreign exchange rates -- Mathematical models
Notes: Includes index.
Table of contents: title: Introduction / Sergio Da Silva; title: The exchange rate and its fundamentals from a chaotic perspective / Paul De Grauwe and Marianna Grimaldi; title: Chaos in the Dornbusch model of the exchange rate / Paul De Grauwe and Hans Dewachter; title: The Dornbusch model with chaos and foreign exchange intervention / Sergio Da Silva; title: Chaotic new open economy macroeconomics / Sergio Da Silva; title: The socio-economic dynamics of speculative markets : interacting agents, chaos, and the fat tails of return distributions / Thomas Lux; title: Scaling and criticality in a stochastic multi-agent model of a financial market / Thomas Lux and Michele Marchesi; title: On financial markets trading / Lorenzo Matassini and Fabio Franci; title: Market mechanism and expectations in minority and majority games / Matteo Marsilli; title: Observable variables in agent-based modeling of financial markets / Anatoly B. Schmidt; title: Statistical physics in foreign exchange currency / Marcel Ausloos and Kristin Ivanova; title: Origins of scaling in FX markets / Szymon Mercik and Rafal Weron; title: A characteristic time scale in dollar-yen exchange rates / A.A. Tsonis, F. Heller, H. Takayasu, K. Marumo, and T. Shimizu; title: Scaling properties of foreign exchange volatility / Ramazan Gencay, Faruk Selcuk, and Brandon Whitcher; title: Scaling in currency exchange / S. Galluccio, G. Caldarelli, M. Marsili, and Y.C. Zhang; title: Autocorrelation and truncated Lv̌y flights in foreign exchange rates / Annibal Figueiredo, Iram Gleria, Raul Matsushita, and Sergio Da Silva; title: Imitation, contrarian behavior, hyperbolic bubbles, crashes, and chaos / Didier Sornette, A. Corcos, J.P. Eckmann, A. Malasinas, and Y. Malevergne; title: Framework for technical analysis / Didier Sornette, J.V. Andersen, and S. Gluzman; title: Epilogue / Mark Buchanan.