Essays in interactional dynamics of financial markets

• Main Author: Chen, Zhenxi
• Other Authors: Huang Weihong
• Format: Theses and Dissertations
• Language: English
• Published: 2014
• Subjects: DRNTU::Social sciences::Economic theory::Microeconomics
• Online Access: https://hdl.handle.net/10356/61776
• Institution: Nanyang Technological University

This thesis applies the deterministic dynamic model to investigate the interactions among markets given the background of financial globalization and market integration. By establishing market linkage, it not only proves theoretically, but also replicates numerically the existence of cross-correla...