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The Evolution of Complex Systems Theory and the Advancement of Econophysics Methods in the Study of Stock Markets Crashes
Joe, Ho Yew - 2017
complex systems theory from another seemingly overlapping theory of the chaos systems. The paper recounts how researchers from … cross-disciplines, particularly from the econophysics have banded together to consolidate and diffuse the application of the … complex systems theory in the economics and further discusses the methodological contribution of the econophysics in the area …
Persistent link: https://www.econbiz.de/10012966774
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Surreptitious structure of the Turkish financial crisis 2000 - 2001
Ozkaya, Ata - In: International journal of sustainable economy 6 (2014) 4, pp. 359-380
Persistent link: https://www.econbiz.de/10011311386
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Deterministic debt cycles in open economies with flow collateral constraints
Schmitt-Grohé, Stephanie; Uribe, Martín - 2019
Persistent link: https://www.econbiz.de/10012212784
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Analysis of the chaotic behavior for BIST 100
Anavatan, Aygül - In: Selected topics in applied econometrics, (pp. 161-173). 2019
Persistent link: https://www.econbiz.de/10012286979
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Stabilizing instability-suboptimality-and-chaos-prone fluctuations at crisis junctures : stochastic possibilities for crisis management
Kara, Ahmet - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1772-1786
Persistent link: https://www.econbiz.de/10014253448
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The edge of chaos : financial booms, bubbles, crashes, and chaos
Cohen, Bernice - 1997
Persistent link: https://www.econbiz.de/10000596826
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Stochastic modelling for financial bubbles and policy
Fry, John - In: Cogent economics & finance 3 (2015) 1, pp. 1-14
In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. By modifying previous approaches, we are able to derive novel analytical formulae for evaluation problems and for the expected...
Persistent link: https://www.econbiz.de/10010492380
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Negative bubbles and shocks in cryptocurrency markets
Fry, John; Cheah, Eng-Tuck - In: International review of financial analysis 47 (2016), pp. 343-352
Persistent link: https://www.econbiz.de/10011624259
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The Minsky moment as the revenge of entropy
Rosser, John Barkley - In: Macroeconomic dynamics 24 (2020) 1, pp. 7-23
Persistent link: https://www.econbiz.de/10012163564
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Dynamics of markets : the new financial economics
McCauley, Joseph L. - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003825557