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.
Global Bifurcations in a Three-Dimensional Financial Model of "Bull and Bear" Interactions / F. Tramontana; L. Gardini; R. Dieci; F. Westerhoff. - STAMPA. - (2010), pp. 333-352. [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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