We consider a three-dimensional nonlinear dynamic model of interacting stock and foreign exchange markets, jointly driven by the speculative activity of heterogeneous investors, and give a global dynamic analysis by using analytical and numerical tools.
F. Tramontana, L. Gardini, R. Dieci, F. Westerhoff (2010). Global Bifurcations in a Three-Dimensional Financial Model of "Bull and Bear" Interactions. BERLIN : Springer-Verlag [10.1007/978-3-642-04023-8_18].
Global Bifurcations in a Three-Dimensional Financial Model of "Bull and Bear" Interactions
DIECI, ROBERTO;
2010
Abstract
We consider a three-dimensional nonlinear dynamic model of interacting stock and foreign exchange markets, jointly driven by the speculative activity of heterogeneous investors, and give a global dynamic analysis by using analytical and numerical tools.File in questo prodotto:
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