KFU. Card publication. The Problems of Financial Cycle Modeling in the Globalization of Financial Markets

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

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

Form of presentation

Articles in international journals and collections

Year of publication

2015

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Authors, employees of KFU

Akhmetov Rustem Rafgetovich, author

Other authors

Rysaeva Guzel , author

Bibliographic description in the original language

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.

Annotation

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.

Keywords

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

The name of the journal

Procedia Economic and finance

URL

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

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=123453&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Akhmetov Rustem Rafgetovich	ru_RU
dc.contributor.author	Rysaeva Guzel	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/eng/?p_id=123453&p_lang=2	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	Articles in international journals and collections	ru_RU