Global bifurcations in a three-dimensional financial model of bull and bear interactions

DOI10.1007/978-3-642-04023-8_18MaRDI QIDQ3569489zbMATH OpenOpenAlexFDO

Authors Fabio Tramontana, Laura Gardini, Roberto Dieci, Frank Westerhoff

Publication date 21 June 2010

Published in Nonlinear Dynamics in Economics, Finance and Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-04023-8_18

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Trade models (91B60)

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Cited in

(8)

• Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps
• On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets
• A topological proof of chaos for two nonlinear heterogeneous triopoly game models
• The emergence of bull and bear dynamics in a nonlinear model of interacting markets
• Border collision bifurcations in discontinuous one-dimensional linear-hyperbolic maps
• The bull and bear market model of Huang and Day: some extensions and new results
• Chaotic dynamics in three dimensions: a topological proof for a triopoly game model
• Border collision bifurcations in one-dimensional linear-hyperbolic maps

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