Financial crisis dynamics: attempt to define a market instability indicator
From MaRDI portal
Publication:2873555
DOI10.1080/14697688.2011.627880zbMath1279.91199OpenAlexW3123383295MaRDI QIDQ2873555
Publication date: 24 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2011.627880
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)
Related Items
Topological data analysis of financial time series: landscapes of crashes, Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks, When panic makes you blind: a chaotic route to systemic risk, Large portfolio losses in a turbulent market, BORROWING CAPACITY, FINANCIAL INSTABILITY, AND CONTAGION
Cites Work