Add to ORKGIn this paper we provide a unifying framework for a set of seemingly disparate models for exogenous and endogenous shocks in complex financial systems. Markets operate by balancing intrinsic levels of risk and return. This remains true even in the midst of transitory external shocks. Changes in market regime (bearish to bullish and bullish to bearish) can be explicitly shown to represent a phase transition from random to deterministic behaviour in prices. The resulting models refine the empirical analysis in a number of previous papers
The history of financial markets over the past century points to the stylised fact that markets buil...
To identify emerging interdependencies between traded stocks we investigate the behavior of the stoc...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous ...
In this paper we provide a unifying framework for a set of seemingly disparate models for ...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rece...
In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, s...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rec...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
In a series of papers based on analogies with statistical physics models, we have proposed that most...
In this paper we provide a unifying framework for a set of seemingly disparate models for ...
This paper proposes a new model for capturing discontinuities in the underlying financial environment...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
We develop a rational expectations model of financial bubbles and study how the risk-return interpla...
The history of financial markets over the past century points to the stylised fact that markets buil...
To identify emerging interdependencies between traded stocks we investigate the behavior of the stoc...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous ...
In this paper we provide a unifying framework for a set of seemingly disparate models for ...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rece...
In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, s...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rec...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
In a series of papers based on analogies with statistical physics models, we have proposed that most...
In this paper we provide a unifying framework for a set of seemingly disparate models for ...
This paper proposes a new model for capturing discontinuities in the underlying financial environment...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
We develop a rational expectations model of financial bubbles and study how the risk-return interpla...
The history of financial markets over the past century points to the stylised fact that markets buil...
To identify emerging interdependencies between traded stocks we investigate the behavior of the stoc...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...