Credit market dynamics: a cobweb model

DOI10.1007/S10614-011-9279-6MaRDI QIDQ651343zbMATH OpenOpenAlexFDO

Authors Simone Casellina, Simone Landini, Mariacristina Uberti

Publication date 13 December 2011

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-011-9279-6

zbMATH Keywords

credit marketinterest rate dynamicsmarket interactionsnonlinear dynamicsprice fluctuations

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Economic dynamics (91B55) Credit risk (91G40)

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Cites work

• A Rational Route to Randomness
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• Stability analysis of a cobweb model with market interactions

Cited in

(5)

• Italian mortgage markets and their dynamics
• A dynamic theory of the credit union
• Equilibrium model of a credit market: statement of the problem and solution methods
• Adjustable and fixed interest rates mortgage markets modelling
• scientific article; zbMATH DE number 2156344 (Why is no real title available?)

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