On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets

DOI10.1016/j.amc.2013.06.042zbMath1329.91157MaRDI QIDQ905302

Roberto Dieci, Frank H. Westerhoff

Publication date: 19 January 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/45551

zbMATH Keywords

exchange rates; stock prices; market stability; technical and fundamental analysis; endogenous dynamics; nonlinear market interactions

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91G80: Financial applications of other theories

91B55: Economic dynamics

91G99: Actuarial science and mathematical finance

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Bargaining models in opinion dynamics, Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates

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