On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets

DOI10.1016/J.AMC.2013.06.042zbMath1329.91157OpenAlexW1985235642MaRDI QIDQ905302

Roberto Dieci, Frank H. Westerhoff

Publication date: 19 January 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/45551

zbMATH Keywords

exchange ratesstock pricesmarket stabilitytechnical and fundamental analysisendogenous dynamicsnonlinear market interactions

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Economic dynamics (91B55) Actuarial science and mathematical finance (91G99)

Related Items (2)

Bargaining models in opinion dynamics ⋮ Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates

Cites Work

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