When panic makes you blind : a chaotic route to systemic risk
Piero Mazzarisi, Fabrizio Lillo, Stefano Marmi
| Year of publication: |
2019
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|---|---|
| Authors: | Mazzarisi, Piero ; Lillo, Fabrizio ; Marmi, Stefano |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 100.2019, p. 176-199
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| Subject: | Autoregressive dynamics | Backward-looking expectations | Financial innovations | Leverage cycles | Random dynamical systems | Systemic risk | Systemrisiko | Finanzprodukt | Financial product | Chaostheorie | Chaos theory | Finanzkrise | Financial crisis | Dynamische Wirtschaftstheorie | Economic dynamics | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.12.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012130963