Essays in interactional dynamics of financial markets
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...
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Format: | Thesis |
Language: | English |
Published: |
2014
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Online Access: | https://hdl.handle.net/10356/61776 |