Browsing by Author "Metadjer, Naoise"
Now showing items 1-2 of 2
-
A complex systems approach to financial market analysis: Nonlinearity, regime shifts and early warning indicators
Metadjer, Naoise (2017-08-16)The history of financial markets over the past century points to the stylised fact that markets build up to a peak and then crash. Many of the standard methods for risk estimation and modelling of financial time series ... -
Critical transitions in Eurozone sovereign bond markets
Metadjer, Naoise; Raghavendra, Srinivas (Department of Economics, National University of Ireland, Galway, 2013)In this paper we present empirical evidence that the sovereign bond markets may have undergone a catastrophic transition during the Eurozone debt crisis. We find evidence of a phenomenon called critical slowing down that ...