Credit market dynamics: a cobweb model

DOI10.1007/s10614-011-9279-6zbMath1282.91200OpenAlexW1967463030MaRDI QIDQ651343

Simone Casellina, Simone Landini, Mariacristina Uberti

Publication date: 13 December 2011

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-011-9279-6

zbMATH Keywords

nonlinear dynamicsinterest rate dynamicsmarket interactionsprice fluctuationscredit market

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Credit risk (91G40) Economic dynamics (91B55)

Related Items (2)

Adjustable and fixed interest rates mortgage markets modelling ⋮ Italian mortgage markets and their dynamics

Cites Work

• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• Stability analysis of a cobweb model with market interactions
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• A Rational Route to Randomness

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