Financial instability contagion: a dynamical systems approach

DOI10.1080/14697688.2014.890737MaRDI QIDQ5245463zbMATH OpenOpenAlexFDO

Authors Giuseppe Castellacci, Youngna Choi

Publication date 8 April 2015

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2014.890737

zbMATH Keywords

contagionmarket instability indicatormulti-economy modelsovereign creditsystemic risk

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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Cites work

• The Hopf bifurcation and the existence and stability of closed orbits in multisector models of optimal economic growth

Cited in

(12)

• Investigation on financial crises with the negative-information-propagation-induced model
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• The spread of a financial virus through Europe and beyond
• What have we learned from the 2007--08 financial crisis? Papers presented at the second international workshop on financial markets and nonlinear dynamics (Paris, June 4--5, 2015)
• Financial crisis dynamics: attempt to define a market instability indicator
• The dynamics of long-range financial accumulation and crisis
• Borrowing capacity, financial instability, and contagion
• Evaluating changes in group stability for large-scale industrial systems in a crisis situation
• scientific article; zbMATH DE number 5281511 (Why is no real title available?)
• Stationarity, non-stationarity and early warning signals in economic networks
• International financial contagion and the fund-A theoretical framework

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