The Effects of the Asian Crisis of 1997 on Emergent Markets Through a Critical Phenomena Model

DOI10.1142/S0219024903002110zbMath1079.91570MaRDI QIDQ5696872

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Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

critical phenomenaIsing modelfinancial marketscrashes

Mathematics Subject Classification ID

Mathematical economics (91B99) Equilibrium statistical mechanics (82B99)

Related Items (1)

Levy models and long correlations applied to the study of exchange traded funds

Cites Work

• The Pricing of Options and Corporate Liabilities
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