메뉴 건너뛰기




Volumn 4, Issue 3, 2004, Pages 276-291

Dynamics of international financial networks with risk management

Author keywords

[No Author keywords available]

Indexed keywords


EID: 3142546363     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/4/3/004     Document Type: Article
Times cited : (3)

References (40)
  • 6
    • 3142524473 scopus 로고    scopus 로고
    • The growing importance of networks in finance and their effects on competition
    • ed A Nagurney (Cheltenham: Edward Elgar Publishers)
    • Claessens S, Dobos G, Klingebiel D and Laeven L 2003 The growing importance of networks in finance and their effects on competition Innovations in Financial and Economic Networks ed A Nagurney (Cheltenham: Edward Elgar Publishers) pp 110-35
    • (2003) Innovations in Financial and Economic Networks , pp. 110-135
    • Claessens, S.1    Dobos, G.2    Klingebiel, D.3    Laeven, L.4
  • 7
    • 4844224580 scopus 로고    scopus 로고
    • Electronic finance: Reshaping the financial landscape around the world
    • The World Bank, Washington, DC
    • Claessens S, Glaessner T and Klingebiel D 2000 Electronic finance: reshaping the financial landscape around the world Financial Sector Discussion Paper No. 4 The World Bank, Washington, DC
    • (2000) Financial Sector Discussion Paper No. 4 , vol.4
    • Claessens, S.1    Glaessner, T.2    Klingebiel, D.3
  • 9
    • 0023498259 scopus 로고
    • Oligopolistic and competitive behavior of spatially separated markets
    • Dafermos S and Nagurney A 1987 Oligopolistic and competitive behavior of spatially separated markets Reg. Sci. Urban Econ. 17 245-54
    • (1987) Reg. Sci. Urban Econ. , vol.17 , pp. 245-254
    • Dafermos, S.1    Nagurney, A.2
  • 11
    • 0030184080 scopus 로고    scopus 로고
    • A projected dynamical systems model of general financial equilibrium with stability analysis
    • Dong J, Zhang D and Nagurney A 1996 A projected dynamical systems model of general financial equilibrium with stability analysis Math. Comput. Modelling 24 35-44
    • (1996) Math. Comput. Modelling , vol.24 , pp. 35-44
    • Dong, J.1    Zhang, D.2    Nagurney, A.3
  • 12
    • 34250084569 scopus 로고
    • Dynamical systems and variational inequalities
    • Dupuis P and Nagurney A 1993 Dynamical systems and variational inequalities Ann. Oper. Res. 44 9-42
    • (1993) Ann. Oper. Res. , vol.44 , pp. 9-42
    • Dupuis, P.1    Nagurney, A.2
  • 13
    • 3142549970 scopus 로고    scopus 로고
    • The impact of the Internet on financial markets
    • Economides N 2001 The impact of the Internet on financial markets J. Financial Transformation 1 8-13
    • (2001) J. Financial Transformation , vol.1 , pp. 8-13
    • Economides, N.1
  • 14
    • 0010439942 scopus 로고    scopus 로고
    • The Internet and the future of financial markets
    • Fan M, Staellert J and Whinston A B 2000 The Internet and the future of financial markets Commun. ACM 43 83-8
    • (2000) Commun. ACM , vol.43 , pp. 83-88
    • Fan, M.1    Staellert, J.2    Whinston, A.B.3
  • 16
    • 0002579947 scopus 로고
    • On the uniqueness and stability of Nash equilibria in noncooperative games
    • ed A Bensoussan, P Kleindorfer and C S Tapiero (Amsterdam: North-Holland)
    • Gabay D and Moulin H 1980 On the uniqueness and stability of Nash equilibria in noncooperative games Applied Stochastic Control of Econometrics and Management Science ed A Bensoussan, P Kleindorfer and C S Tapiero (Amsterdam: North-Holland) pp 271-94
    • (1980) Applied Stochastic Control of Econometrics and Management Science , pp. 271-294
    • Gabay, D.1    Moulin, H.2
  • 19
    • 84995186518 scopus 로고
    • Portfolio selection
    • Markowitz H M 1952 Portfolio selection J. Finance 7 77-91
    • (1952) J. Finance , vol.7 , pp. 77-91
    • Markowitz, H.M.1
  • 21
    • 0141685625 scopus 로고    scopus 로고
    • The emergence of electronic communications networks in US equity markets
    • Federal Reserve Bank of New York
    • McAndrews J and Stefanidis C 2000 The emergence of electronic communications networks in US equity markets Current Issues Economics Finance 6 1-6 (Federal Reserve Bank of New York)
    • (2000) Current Issues Economics Finance , vol.6 , pp. 1-6
    • McAndrews, J.1    Stefanidis, C.2
  • 23
    • 3142631211 scopus 로고    scopus 로고
    • International financial networks with intermediation: Modeling, analysis, and computations
    • at press
    • Nagumey A and Cruz J 2002 International financial networks with intermediation: modeling, analysis, and computations Comput. Management Sci. at press
    • (2002) Comput. Management Sci.
    • Nagumey, A.1    Cruz, J.2
  • 24
    • 3142560685 scopus 로고    scopus 로고
    • International financial networks with electronic transactions
    • ed A Nagumey (Cheltenham: Edward Elgar Publishers)
    • Nagurney A and Cruz J 2003 International financial networks with electronic transactions Innovations in Financial and Economic Networks ed A Nagumey (Cheltenham: Edward Elgar Publishers) pp 136-68
    • (2003) Innovations in Financial and Economic Networks , pp. 136-168
    • Nagurney, A.1    Cruz, J.2
  • 27
    • 0000177502 scopus 로고
    • A dynamical systems approach for network oligopolies and variational inequalities
    • Nagurey A, Dupuis P and Zhang D 1994 A dynamical systems approach for network oligopolies and variational inequalities Ann. Regional Sci. 28 263-93
    • (1994) Ann. Regional Sci. , vol.28 , pp. 263-293
    • Nagurey, A.1    Dupuis, P.2    Zhang, D.3
  • 28
    • 85008834192 scopus 로고    scopus 로고
    • Financial networks with intermediation
    • Nagurney A and Ke K 2001 Financial networks with intermediation Quant. Finance 1 441-51
    • (2001) Quant. Finance , vol.1 , pp. 441-451
    • Nagurney, A.1    Ke, K.2
  • 29
    • 0348156034 scopus 로고    scopus 로고
    • Financial networks with electronic transactions: Modelling, analysis, and computations
    • Nagurney A and Ke K 2003 Financial networks with electronic transactions: modelling, analysis, and computations Quant. Finance 3 71-87
    • (2003) Quant. Finance , vol.3 , pp. 71-87
    • Nagurney, A.1    Ke, K.2
  • 32
    • 0029685660 scopus 로고    scopus 로고
    • Stability of spatial price equilibrium modeled as a projected dynamical system
    • Nagurney A and Zhang D 1996b Stability of spatial price equilibrium modeled as a projected dynamical system J. Econ. Dynamics Control 20 43-63
    • (1996) J. Econ. Dynamics Control , vol.20 , pp. 43-63
    • Nagurney, A.1    Zhang, D.2
  • 33
    • 0031532338 scopus 로고    scopus 로고
    • Formulation, stability, and computation of traffic network equilibria as projected dynamical systems
    • Nagurney A and Zhang D 1997 Formulation, stability, and computation of traffic network equilibria as projected dynamical systems J. Optim. Theory Appl. 93 417-44
    • (1997) J. Optim. Theory Appl. , vol.93 , pp. 417-444
    • Nagurney, A.1    Zhang, D.2
  • 34
    • 0027547894 scopus 로고
    • Networks and variational inequalities in the formulation and computation of market disequilibria: The case of direct demand functions
    • Nagurney A and Zhao L 1993 Networks and variational inequalities in the formulation and computation of market disequilibria: the case of direct demand functions Transport. Sci. 27 4-15
    • (1993) Transport. Sci. , vol.27 , pp. 4-15
    • Nagurney, A.1    Zhao, L.2
  • 35
    • 0002021736 scopus 로고
    • Equilibrium points in N-person games
    • Nash J F 1950 Equilibrium points in N-person games Proc. Natl Acad. Sci. USA 36 48-9
    • (1950) Proc. Natl Acad. Sci. USA , vol.36 , pp. 48-49
    • Nash, J.F.1
  • 36
    • 0001730497 scopus 로고
    • Noncooperative games
    • Nash J F 1951 Noncooperative games Ann. Math. 54 286-98
    • (1951) Ann. Math. , vol.54 , pp. 286-298
    • Nash, J.F.1
  • 40
    • 21844519677 scopus 로고
    • On the stability of projected dynamical systems
    • Zhang D and Nagurney A 1995 On the stability of projected dynamical systems J. Optim. Theory Appl. 85 97-124
    • (1995) J. Optim. Theory Appl. , vol.85 , pp. 97-124
    • Zhang, D.1    Nagurney, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.