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Noemi Schmitt
Noemi Schmitt
Email verificata su uni-bamberg.de
Titolo
Citata da
Citata da
Anno
Herding behaviour and volatility clustering in financial markets
N Schmitt, F Westerhoff
Quantitative Finance 17 (8), 1187-1203, 2017
682017
Speculative behavior and the dynamics of interacting stock markets
N Schmitt, F Westerhoff
Journal of Economic Dynamics and Control 45, 262-288, 2014
482014
Interactions between stock, bond and housing markets
R Dieci, N Schmitt, F Westerhoff
Journal of Economic Dynamics and Control 91, 43-70, 2018
402018
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
402017
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
252017
Heterogeneous expectations and asset price dynamics
N Schmitt
Macroeconomic Dynamics 25 (6), 1538-1568, 2021
242021
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
222017
Managing rational routes to randomness
N Schmitt, F Westerhoff
Journal of Economic Behavior & Organization 116, 157-173, 2015
202015
Heterogeneous expectations, housing bubbles and tax policy
C Martin, N Schmitt, F Westerhoff
Journal of Economic Behavior & Organization 183, 555-573, 2021
182021
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
152020
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
142022
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
132022
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets
N Schmitt, F Westerhoff
Journal of Economic Behavior & Organization 192, 117-136, 2021
132021
Housing markets, expectation formation and interest rates
C Martin, N Schmitt, F Westerhoff
Macroeconomic Dynamics 26 (2), 491-532, 2022
122022
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
122021
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model
N Schmitt, F Westerhoff
Economics letters 176, 43-46, 2019
112019
Market entry waves and volatility outbursts in stock markets
I Blaurock, N Schmitt, F Westerhoff
Journal of Economic Behavior & Organization 153, 19-37, 2018
112018
Stock market participation and endogenous boom-bust dynamics
N Schmitt, F Westerhoff
Economics letters 148, 72-75, 2016
112016
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
92022
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
82022
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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