Showing 1 - 7 of 7
One of the important issues in finance and economics for both scholars and practitioners is to describe the behavior of markets, especially during times of crises. In this paper, we analyze the behavior of some mature and emerging markets with a Tsallis entropy framework that is a non-extensive...
Persistent link: https://www.econbiz.de/10010873080
The sovereign debt crisis in the euro area has not yet been solved and recent developments in Spain and Italy have … further deteriorated the situation. In this paper we develop a new approach to analyze the ongoing Eurozone crisis. Firstly … groups: those countries strongly affected by the crisis and those that have remained resilient during this period. The …
Persistent link: https://www.econbiz.de/10010873117
This study considers the effects of the 2008 global financial crisis on threshold networks of a local Korean financial … market around the time of the crisis. Prices of individual stocks belonging to KOSPI 200 (Korea Composite Stock Price Index … 200) are considered for three time periods, namely before, during, and after the crisis. Threshold networks are …
Persistent link: https://www.econbiz.de/10010873796
the median by weighted edges. Our main observation is that in non-crisis periods of time cluster structures change more … cluster structure obtained via the PMP could be used as an indicator of a coming crisis. …
Persistent link: https://www.econbiz.de/10010906967
In the wake of the financial crisis, sovereign debt crisis has emerged and is severely affecting some countries in the … deepening of the government bond crisis. …
Persistent link: https://www.econbiz.de/10010588596
some values to 3. One is the process of cascaded period-doubling bifurcations and the other is a crisis (boundary crisis … to find out that a fractional differential equations (FDEs) system can evolve into chaos by the crisis. Furthermore, we …
Persistent link: https://www.econbiz.de/10010590666
the years 1987 (Black Monday), 1998 (Russian crisis), 2001 (Burst of the dot-com bubble and September 11), and 2008 … (Subprime Mortgage Crisis), which mark some of the largest downturns of financial markets in the last three decades. …
Persistent link: https://www.econbiz.de/10010591109