Essays in interactional dynamics of financial markets

• المؤلف الرئيسي: Chen, Zhenxi
• مؤلفون آخرون: Huang Weihong
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2014
• الموضوعات: DRNTU::Social sciences::Economic theory::Microeconomics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/61776
• المؤسسة: 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...