This work focuses on various researches conducted on fractals. We have started from (Parkinson, 1980) and went up to (Ghosh, B., Le Roux, C., Verma, 2020). The purpose of this study is to examine the presence of herding and bubble in Far East markets using MFDFA. Various price determination...

We use a Diamond/Dybvig-based model with two banks operating in separate regions connected by a common asset market in which banks and sophisticated depositors invest. We study the effect of a potential run (crisis) and subsequent fire sales on the asset price in both the crisis and no-crisis...