Financial fragility and global dynamics

DOI10.1016/J.CHAOS.2005.08.092zbMATH Open1142.91659OpenAlexW1980022052MaRDI QIDQ943166FDOQ943166

Authors: Roberto Dieci, Serena Sordi, Alessandro Vercelli 

Publication date: 9 September 2008

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2005.08.092

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Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Economic growth models (91B62)

Cites Work

• Elements of applied bifurcation theory
• Dynamics: numerical explorations. Accompanying computer program dynamics. Coauthored by Eric J. Kostelich. With 3 1/2 DOS Diskette
• GLOBAL BIFURCATIONS IN DUOPOLY WHEN THE COURNOT POINT IS DESTABILIZED VIA A SUBCRITICAL NEIMARK BIFURCATION
• Remarks on the economic interpretation of Hopf bifurcations
• Financial fragility and global dynamics

Cited In (13)

• Financial liquidity: an emergent phenomena
• Complex dynamics in the market for loans
• When panic makes you blind: a chaotic route to systemic risk
• Dynamical stabilization of currency market with fractal-like trajectories
• Title not available (Why is that?)
• Endogenous economic resilience, loss of resilience, persistent cycles, multiple attractors, and disruptive contractions
• Financial destabilization
• Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks
• The dynamics of long-range financial accumulation and crisis
• An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
• A model of financial fragility
• Chaotic dynamics in credit constrained emerging economies
• Financial fragility and global dynamics

Uses Software

• Dynamics

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