КФУ. Карточка публикации. The Problems of Financial Cycle Modeling in the Globalization of Financial Markets

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THE PROBLEMS OF FINANCIAL CYCLE MODELING IN THE GLOBALIZATION OF FINANCIAL MARKETS

Форма представления

Статьи в зарубежных журналах и сборниках

Год публикации

2015

Язык

английский

Авторы, сотрудники КФУ

Ахметов Рустэм Рафгетович, автор

Другие авторы

Рысаева Гузель , автор

Библиографическое описание на языке оригинала

Rustam Akhmetov The Problems of Financial Cycle Modeling in the Globalization of Financial Markets / Rustam Akhmetov,Guzel Rysaeva // Procedia Economics and Finance, Volume 27, 2015, Pages 522–528.

Аннотация

Economic globalization and the rapid development of financial markets has led to increased instability in global financial and credit sphere. Crises of the early 2000s raised the question of the need for in-depth study of the structure and dynamics of financial markets. In this paper the methodology of modeling financial market as a nonlinear dynamical system is studied. Based on the analysis of stochastic differential equations concluded that the probable presence of cycling in the capital market. Estimated synergetic role of derivatives in causing the crisis shocks.

Ключевые слова

financial markets; financial cycle; financial crisis; nonlinear dynamic system; stochastic differential equations

Название журнала

Procedia Economic and finance

URL

http://www.sciencedirect.com/science/journal/22125671/27/supp/C

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https://repository.kpfu.ru/?p_id=123453

Полная запись метаданных

Поле DC	Значение	Язык
dc.contributor.author	Ахметов Рустэм Рафгетович	ru_RU
dc.contributor.author	Рысаева Гузель	ru_RU
dc.date.accessioned	2015-01-01T00:00:00Z	ru_RU
dc.date.available	2015-01-01T00:00:00Z	ru_RU
dc.date.issued	2015	ru_RU
dc.identifier.citation	Rustam Akhmetov The Problems of Financial Cycle Modeling in the Globalization of Financial Markets / Rustam Akhmetov,Guzel Rysaeva // Procedia Economics and Finance, Volume 27, 2015, Pages 522–528.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/?p_id=123453	ru_RU
dc.description.abstract	Procedia Economic and finance	ru_RU
dc.description.abstract	Economic globalization and the rapid development of financial markets has led to increased instability in global financial and credit sphere. Crises of the early 2000s raised the question of the need for in-depth study of the structure and dynamics of financial markets. In this paper the methodology of modeling financial market as a nonlinear dynamical system is studied. Based on the analysis of stochastic differential equations concluded that the probable presence of cycling in the capital market. Estimated synergetic role of derivatives in causing the crisis shocks.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject		ru_RU
dc.title	The Problems of Financial Cycle Modeling in the Globalization of Financial Markets	ru_RU
dc.type	Статьи в зарубежных журналах и сборниках	ru_RU